V-Lab: Indian Rupee MF2-GARCH Volatility Analysis

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Indian Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:2.45% (-0.05%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.1654	30.32
$β$	0.8226	147.50
$γ$	-0.0937	-17.88
$λ_{1}$	0.0003	6.82
$λ_{2}$	0.9897	53.69
$λ_{3}$	0.0103	2.38

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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