Indian Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:4.46% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 12.00 | |
| 0.0839 | 26.75 | |
| 0.9384 | 443.26 | |
| -0.0446 | -11.57 |
Estimation Period:
Jul 4, 1991 to Mar 14, 2026
Jul 4, 1991 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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