Indian Rupee MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
5.72%
decreased by 0.37%
1 Week
5.91%
decreased by 0.18%
1 Month
6.53%
increased by 0.44%
Analysis last updated: Tuesday, March 31, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1658 | 30.49 | |
| 0.8224 | 147.67 | |
| -0.0968 | -18.71 | |
| 0.0003 | 6.76 | |
| 0.9870 | 51.38 | |
| 0.0130 | 2.36 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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