V-Lab: Indian Rupee GJR-GARCH Volatility Analysis

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V-Lab

Indian Rupee GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 27th, 2025:5.24% (-0.17%)

Analysis last updated: Wednesday, November 26, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0001	11.75
$α$	0.0840	26.32
$β$	0.9377	431.71
$γ$	-0.0434	-10.95

Estimation Period:
Jul 4, 1991 to Nov 21, 2025

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