Indian Rupee MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:3.33% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1681 | 30.37 | |
| 0.8194 | 144.16 | |
| -0.0961 | -18.13 | |
| 0.0003 | 6.74 | |
| 0.9871 | 50.72 | |
| 0.0129 | 2.36 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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