V-Lab
V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 17th, 2024:1.74% (-0.10%)

Analysis last updated: Sunday, June 16, 2024 at 03:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee S0GARCH
paramt-stat
ω1.19111.65
α0.17219.00
β0.824858.72
γ10.39701.84
γ2-0.5748-2.10
γ30.19791.37
γ4-0.0168-0.17
γ50.00630.10
γ6-0.0327-0.72
γ7-0.0094-0.22
γ80.11092.23
γ9-0.1680-3.80
γ100.13844.85
Estimation Period:
Jul 4, 1991 to Jun 14, 2024
Impact of return on volatility tomorrow
Volatility Forecasts