Indian Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:4.57% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 12.00 | |
| 0.0839 | 26.73 | |
| 0.9384 | 442.63 | |
| -0.0445 | -11.54 |
Estimation Period:
Jul 4, 1991 to Feb 27, 2026
Jul 4, 1991 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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