V-Lab: Indian Rupee MF2-GARCH Volatility Analysis

V-Lab

Indian Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:-0.00% (-5.55%)

Analysis last updated: Friday, June 20, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.8064	8,064,270.00
$β$	0.0000	100.00
$γ$	0.3871	3,871,260.00
$λ_{1}$	0.0012	17.62
$λ_{2}$	1.0000	193.95
$λ_{3}$	0.0000	0.01

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts