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V-Lab

Indian Rupee GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, April 7th, 2026

1 Day

6.21%

decreased by 0.19%

1 Week

6.22%

decreased by 0.18%

1 Month

6.23%

decreased by 0.17%

Analysis last updated: Monday, April 6, 2026 at 07:10 PM UTC

Date Range:

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6M ·

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graph of Indian Rupee GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time