V-Lab
V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:2.91% (+0.25%)

Analysis last updated: Thursday, June 1, 2023 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee S0GARCH
paramt-stat
ω1.32151.91
α0.17728.84
β0.819754.98
γ10.44931.86
γ2-0.6508-2.12
γ30.23721.53
γ4-0.0528-0.50
γ50.04570.65
γ6-0.0530-0.90
γ7-0.0199-0.31
γ80.11281.82
γ9-0.1066-2.13
γ100.05001.52
Estimation Period:
Jul 4, 1991 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts