V-Lab: Indian Rupee MF2-GARCH Volatility Analysis

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V-Lab

Indian Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:0.91% (-7.29%)

Analysis last updated: Tuesday, February 4, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.3927	41.30
$λ_{3}$	0.6073	51.18

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts