Indian Rupee MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
5.23%
increased by 0.13%
1 Week
5.52%
increased by 0.42%
1 Month
6.27%
increased by 1.17%
Analysis last updated: Thursday, June 11, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1647 | 30.53 | |
| 0.8236 | 149.29 | |
| -0.0964 | -18.79 | |
| 0.0003 | 6.82 | |
| 0.9872 | 52.02 | |
| 0.0128 | 2.36 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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