Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:92.31% (-4.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1775 | 8.69 | |
| 0.0554 | 180.56 | |
| 0.9990 | 8,394.96 | |
| 2.0014 | 500,361.50 |
Estimation Period:
Jul 4, 1991 to Mar 13, 2026
Jul 4, 1991 to Mar 13, 2026
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