Indian Rupee MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:3.24% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1676 | 30.33 | |
| 0.8199 | 144.66 | |
| -0.0957 | -18.06 | |
| 0.0003 | 6.79 | |
| 0.9873 | 50.94 | |
| 0.0127 | 2.36 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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