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V-Lab

Indian Rupee MF2-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 21st, 2026

1 Day

-0.00%

decreased by 4.61%

1 Week

1.18%

decreased by 3.43%

1 Month

1.79%

decreased by 2.82%

Analysis last updated: Monday, April 20, 2026 at 07:12 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Indian Rupee MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time