V-Lab
V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:3.20% (+0.09%)

Analysis last updated: Tuesday, January 14, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee S0GARCH
paramt-stat
ω0.66320.05
α0.17300.00
β0.82700.01
γ1-0.0265-0.00
γ2-0.0735-0.00
γ30.10820.00
γ40.01150.00
γ5-0.0356-0.00
γ6-0.0227-0.00
γ70.10630.01
γ8-0.1500-0.02
γ90.13090.02
Estimation Period:
Jul 4, 1991 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts