V-Lab: Indian Rupee GJR-GARCH Volatility Analysis

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V-Lab

Indian Rupee GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:2.19% (-0.07%)

Analysis last updated: Monday, October 13, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0001	11.75
$α$	0.0845	26.25
$β$	0.9373	427.02
$γ$	-0.0436	-10.94

Estimation Period:
Jul 4, 1991 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts