Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
123.11%
increased by 7.27%
1 Week
123.00%
increased by 7.16%
1 Month
122.54%
increased by 6.70%
Analysis last updated: Friday, May 1, 2026 at 07:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8474 | 8.69 | |
| 0.0553 | 180.81 | |
| 0.9990 | 8,394.96 | |
| 2.0016 | 400,317.80 |
Estimation Period:
Jul 4, 1991 to May 1, 2026
Jul 4, 1991 to May 1, 2026
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