Indian Rupee MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:4.93% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1674 | 30.42 | |
| 0.8209 | 145.83 | |
| -0.0977 | -18.72 | |
| 0.0003 | 6.76 | |
| 0.9873 | 51.45 | |
| 0.0127 | 2.36 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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