V-Lab: Indian Rupee GJR-GARCH Volatility Analysis

V-Lab

Indian Rupee GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:3.74% (-0.06%)

Analysis last updated: Friday, August 29, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0001	11.75
$α$	0.0846	26.29
$β$	0.9374	427.65
$γ$	-0.0440	-11.05

Estimation Period:
Jul 4, 1991 to Aug 29, 2025

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Volatility Forecasts

Volatility Forecasts