Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
68.46%
decreased by 1.08%
1 Week
68.39%
decreased by 1.15%
1 Month
68.14%
decreased by 1.40%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2916 | 8.68 | |
| 0.0552 | 181.48 | |
| 0.9990 | 8,394.96 | |
| 2.0047 | 143,193.79 |
Estimation Period:
Jul 4, 1991 to Jul 3, 2026
Jul 4, 1991 to Jul 3, 2026
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