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V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:7.87% (-0.73%)
Analysis last updated: Thursday, February 5, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee S0GARCH
paramt-stat
ω0.67570.05
α0.16750.00
β0.83250.02
γ10.00750.00
γ2-0.1279-0.00
γ30.12790.00
γ40.00790.00
γ5-0.0178-0.01
γ6-0.0321-0.04
γ70.04440.04
γ80.02500.04
γ9-0.1095-0.05
γ100.12570.07
Estimation Period:
Jul 4, 1991 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts