Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:76.24% (-4.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0725 | 8.69 | |
| 0.0554 | 180.46 | |
| 0.9990 | 8,394.96 | |
| 2.0015 | 500,374.25 |
Estimation Period:
Jul 4, 1991 to Mar 6, 2026
Jul 4, 1991 to Mar 6, 2026
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