Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:68.71% (-2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5985 | 8.68 | |
| 0.0557 | 180.33 | |
| 0.9990 | 8,394.96 | |
| 2.0023 | 286,047.43 |
Estimation Period:
Jul 4, 1991 to Dec 19, 2025
Jul 4, 1991 to Dec 19, 2025
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