V-Lab
V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 5th, 2024:1.38% (+0.04%)

Analysis last updated: Monday, March 4, 2024 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee S0GARCH
paramt-stat
ω1.28822.30
α0.17279.99
β0.825760.03
γ10.38021.21
γ2-0.5623-1.48
γ30.20731.34
γ4-0.0284-0.28
γ50.01840.28
γ6-0.0373-0.77
γ7-0.0169-0.35
γ80.12032.25
γ9-0.1651-3.54
γ100.12764.26
Estimation Period:
Jul 4, 1991 to Mar 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts