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	param	t-stat
$ω$	0.6637	0.04
$α$	0.1643	0.00
$β$	0.8356	0.01
$γ_{1}$	0.0024	0.00
$γ_{2}$	-0.1217	-0.00
$γ_{3}$	0.1285	0.00
$γ_{4}$	0.0035	0.00
$γ_{5}$	-0.0132	-0.00
$γ_{6}$	-0.0351	-0.03
$γ_{7}$	0.0477	0.03
$γ_{8}$	0.0192	0.05
$γ_{9}$	-0.1025	-0.05
$γ_{10}$	0.1207	0.09

V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 11th, 2026:4.89% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Indian Rupee Analyses