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

V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:4.87% (-0.44%)

Analysis last updated: Wednesday, April 16, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6928	0.02
$α$	0.1740	0.00
$β$	0.8260	0.00
$γ_{1}$	0.0081	0.00
$γ_{2}$	-0.1411	-0.00
$γ_{3}$	0.1465	0.00
$γ_{4}$	-0.0070	-0.00
$γ_{5}$	0.0010	0.00
$γ_{6}$	-0.0378	-0.04
$γ_{7}$	0.0171	0.11
$γ_{8}$	0.0760	0.01
$γ_{9}$	-0.1589	-0.01
$γ_{10}$	0.1558	0.02

Estimation Period:
Jul 4, 1991 to Apr 11, 2025

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Volatility Forecasts

Volatility Forecasts