V-Lab: Indian Rupee MF2-GARCH Volatility Analysis

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Indian Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:0.63% (-4.59%)

Analysis last updated: Friday, November 21, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0026	19.11
$λ_{2}$	1.0000	22.83
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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