Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
120.49%
increased by 13.12%
1 Week
120.38%
increased by 13.01%
1 Month
119.94%
increased by 12.57%
Analysis last updated: Friday, April 3, 2026 at 08:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5029 | 8.69 | |
| 0.0554 | 181.10 | |
| 0.9990 | 8,394.96 | |
| 2.0014 | 500,339.25 |
Estimation Period:
Jul 4, 1991 to Apr 3, 2026
Jul 4, 1991 to Apr 3, 2026
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