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V-Lab

Indian Rupee GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, April 27th, 2026

1 Day

5.44%

decreased by 0.13%

1 Week

5.44%

decreased by 0.13%

1 Month

5.46%

decreased by 0.11%

Analysis last updated: Sunday, April 26, 2026 at 01:34 PM UTC

Date Range:

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to

6M ·

1Y ·

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graph of Indian Rupee GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time