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

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Indian Rupee GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 25th, 2025:55.74% (+5.96%)

Analysis last updated: Monday, November 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7315	8.69
$α$	0.0557	180.33
$β$	0.9990	8,394.96
$ν$	2.0016	400,328.40

Estimation Period:
Jul 4, 1991 to Nov 21, 2025