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

V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:2.79% (-0.17%)

Analysis last updated: Tuesday, July 15, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6872	0.04
$α$	0.1682	0.00
$β$	0.8318	0.01
$γ_{1}$	0.0132	0.00
$γ_{2}$	-0.1409	-0.00
$γ_{3}$	0.1386	0.00
$γ_{4}$	-0.0007	-0.00
$γ_{5}$	-0.0086	-0.00
$γ_{6}$	-0.0297	-0.06
$γ_{7}$	0.0190	0.05
$γ_{8}$	0.0652	0.03
$γ_{9}$	-0.1484	-0.04
$γ_{10}$	0.1505	0.05

Estimation Period:
Jul 4, 1991 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts