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	param	t-stat
$ω$	0.6733	0.07
$α$	0.1673	0.00
$β$	0.8327	0.02
$γ_{1}$	0.0114	0.00
$γ_{2}$	-0.1345	-0.00
$γ_{3}$	0.1338	0.00
$γ_{4}$	0.0012	0.00
$γ_{5}$	-0.0119	-0.01
$γ_{6}$	-0.0350	-0.04
$γ_{7}$	0.0452	0.04
$γ_{8}$	0.0238	0.55
$γ_{9}$	-0.1079	-0.09
$γ_{10}$	0.1249	0.11

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Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:2.28% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Indian Rupee Analyses