V-Lab: Indian Rupee GJR-GARCH Volatility Analysis

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V-Lab

Indian Rupee GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 17th, 2025:4.50% (+0.17%)

Analysis last updated: Tuesday, December 16, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0001	10.78
$α$	0.0837	26.49
$β$	0.9379	435.44
$γ$	-0.0432	-11.07

Estimation Period:
Jul 4, 1991 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts