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	param	t-stat
$ω$	0.6681	0.04
$α$	0.1668	0.00
$β$	0.8332	0.01
$γ_{1}$	0.0063	0.00
$γ_{2}$	-0.1271	-0.00
$γ_{3}$	0.1274	0.00
$γ_{4}$	0.0083	0.00
$γ_{5}$	-0.0161	-0.01
$γ_{6}$	-0.0332	-0.03
$γ_{7}$	0.0439	0.02
$γ_{8}$	0.0243	0.04
$γ_{9}$	-0.1075	-0.09
$γ_{10}$	0.1245	0.10

V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 25th, 2025:4.77% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Indian Rupee Analyses