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 ·

All

graph of Indian Rupee S0GARCH
paramt-stat
ω0.69280.02
α0.17400.00
β0.82600.00
γ10.00810.00
γ2-0.1411-0.00
γ30.14650.00
γ4-0.0070-0.00
γ50.00100.00
γ6-0.0378-0.04
γ70.01710.11
γ80.07600.01
γ9-0.1589-0.01
γ100.15580.02
Estimation Period:
Jul 4, 1991 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts