V-Lab: Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:10.68% (+4.39%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6830	0.02
$α$	0.1740	0.00
$β$	0.8260	0.01
$γ_{1}$	0.0055	0.00
$γ_{2}$	-0.1340	-0.00
$γ_{3}$	0.1375	0.00
$γ_{4}$	0.0029	0.00
$γ_{5}$	-0.0099	-0.00
$γ_{6}$	-0.0310	-0.05
$γ_{7}$	0.0183	0.08
$γ_{8}$	0.0704	0.01
$γ_{9}$	-0.1543	-0.02
$γ_{10}$	0.1536	0.02

Estimation Period:
Jul 4, 1991 to May 9, 2025

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Volatility Forecasts