Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:28.43% (-2.23%)
Parameter Estimates
param | t-stat | |
---|---|---|
4.6396 | 8.67 | |
0.0562 | 180.13 | |
0.9990 | 8,394.96 | |
2.0013 | 500,330.25 |
Estimation Period:
Jul 4, 1991 to Oct 10, 2025
Jul 4, 1991 to Oct 10, 2025
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