Indian Rupee MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
5.43%
decreased by 0.37%
1 Week
5.68%
decreased by 0.12%
1 Month
6.45%
increased by 0.65%
Analysis last updated: Sunday, May 24, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1645 | 30.53 | |
| 0.8238 | 149.45 | |
| -0.0962 | -18.76 | |
| 0.0003 | 6.79 | |
| 0.9872 | 52.02 | |
| 0.0128 | 2.36 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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