Indian Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:3.45% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 10.78 | |
| 0.0839 | 26.54 | |
| 0.9379 | 435.63 | |
| -0.0436 | -11.16 |
Estimation Period:
Jul 4, 1991 to Jan 2, 2026
Jul 4, 1991 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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