Skip to main content
V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:3.82% (-0.06%)
Analysis last updated: Friday, October 24, 2025 at 07:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee S0GARCH
paramt-stat
ω0.67750.03
α0.16510.00
β0.83490.01
γ10.00580.00
γ2-0.1312-0.00
γ30.13830.00
γ4-0.0047-0.00
γ5-0.0040-0.00
γ6-0.0389-0.02
γ70.03690.02
γ80.04230.03
γ9-0.1258-0.03
γ100.13430.05
Estimation Period:
Jul 4, 1991 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts