Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:3.82% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6775 | 0.03 | |
| 0.1651 | 0.00 | |
| 0.8349 | 0.01 | |
| 0.0058 | 0.00 | |
| -0.1312 | -0.00 | |
| 0.1383 | 0.00 | |
| -0.0047 | -0.00 | |
| -0.0040 | -0.00 | |
| -0.0389 | -0.02 | |
| 0.0369 | 0.02 | |
| 0.0423 | 0.03 | |
| -0.1258 | -0.03 | |
| 0.1343 | 0.05 |
Estimation Period:
Jul 4, 1991 to Oct 24, 2025
Jul 4, 1991 to Oct 24, 2025
News Impact Curve
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