V-Lab
V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:4.41% (-0.30%)

Analysis last updated: Friday, January 27, 2023, 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee S0GARCH
paramt-stat
ω1.49422.28
α0.17879.09
β0.818354.25
γ10.47491.91
γ2-0.6859-2.18
γ30.25351.62
γ4-0.0684-0.64
γ50.06410.87
γ6-0.0685-1.05
γ7-0.0098-0.14
γ80.09861.51
γ9-0.0810-1.57
γ100.02640.76
Estimation Period:
Jul 4, 1991 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts