V-Lab
Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:5.82% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6832 | 0.00 | |
| 0.1713 | 0.00 | |
| 0.8287 | 0.00 | |
| -0.0072 | -0.00 | |
| -0.1217 | -0.00 | |
| 0.1406 | 0.00 | |
| -0.0034 | -0.00 | |
| -0.0028 | -0.00 | |
| -0.0367 | -0.01 | |
| 0.0215 | 0.01 | |
| 0.0683 | 0.00 | |
| -0.1508 | -0.00 | |
| 0.1502 | 0.00 |
Estimation Period:
Jul 4, 1991 to May 30, 2025
Jul 4, 1991 to May 30, 2025
News Impact Curve
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