V-Lab: Indian Rupee MF2-GARCH Volatility Analysis

V-Lab

Indian Rupee MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:3.53% (-0.23%)

Analysis last updated: Monday, June 30, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.1661	30.32
$β$	0.8249	149.49
$γ$	-0.0959	-18.31
$λ_{1}$	0.0003	7.11
$λ_{2}$	0.9898	53.05
$λ_{3}$	0.0102	2.36

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts