V-Lab: Indian Rupee GAS-GARCH Student T Volatility Analysis

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V-Lab

Indian Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:35.65% (+3.39%)

Analysis last updated: Wednesday, April 17, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9429	8.68
$α$	0.0556	175.31
$β$	0.9990	8325.00
$ν$	2	500349.25

Estimation Period:
Jul 4, 1991 to Apr 12, 2024