Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.36% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9221 | 8.68 | |
| 0.0556 | 180.98 | |
| 0.9990 | 8,394.96 | |
| 2.0021 | 333,676.67 |
Estimation Period:
Jul 4, 1991 to Feb 6, 2026
Jul 4, 1991 to Feb 6, 2026
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