V-Lab: Indian Rupee MF2-GARCH Volatility Analysis

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V-Lab

Indian Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:0.10% (-3.31%)

Analysis last updated: Friday, September 22, 2023 at 07:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.7500	7499900.00
$β$	0.0000	100.00
$γ$	0.5000	5000000.00
$λ_{1}$	7.0018	70018420.00
$λ_{2}$	0.3000	3000040.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Sep 22, 2023

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