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V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.19% (-0.66%)
Analysis last updated: Friday, February 6, 2026 at 07:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee S0GARCH
paramt-stat
ω0.65390.04
α0.16490.00
β0.83510.01
γ10.00250.00
γ2-0.1238-0.00
γ30.13270.00
γ4-0.0010-0.00
γ5-0.0086-0.00
γ6-0.0386-0.02
γ70.04920.02
γ80.01810.03
γ9-0.1010-0.10
γ100.11940.13
Estimation Period:
Jul 4, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts