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

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V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:4.15% (-0.39%)

Analysis last updated: Friday, December 12, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6754	0.07
$α$	0.1675	0.00
$β$	0.8325	0.02
$γ_{1}$	0.0119	0.00
$γ_{2}$	-0.1338	-0.00
$γ_{3}$	0.1307	0.00
$γ_{4}$	0.0049	0.00
$γ_{5}$	-0.0144	-0.01
$γ_{6}$	-0.0341	-0.05
$γ_{7}$	0.0441	0.04
$γ_{8}$	0.0258	0.10
$γ_{9}$	-0.1095	-0.13
$γ_{10}$	0.1255	0.15

Estimation Period:
Jul 4, 1991 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts