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

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Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:1.08% (-0.06%)

Analysis last updated: Monday, October 13, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6715	0.04
$α$	0.1707	0.00
$β$	0.8293	0.01
$γ_{1}$	0.0045	0.00
$γ_{2}$	-0.1259	-0.00
$γ_{3}$	0.1266	0.00
$γ_{4}$	0.0119	0.00
$γ_{5}$	-0.0206	-0.01
$γ_{6}$	-0.0263	-0.08
$γ_{7}$	0.0302	0.07
$γ_{8}$	0.0451	0.03
$γ_{9}$	-0.1340	-0.03
$γ_{10}$	0.1482	0.03

Estimation Period:
Jul 4, 1991 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts