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

Skip to main content

V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:1.75% (-0.11%)

Analysis last updated: Friday, November 14, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6731	0.04
$α$	0.1667	0.00
$β$	0.8333	0.01
$γ_{1}$	0.0083	0.00
$γ_{2}$	-0.1315	-0.00
$γ_{3}$	0.1326	0.00
$γ_{4}$	0.0033	0.00
$γ_{5}$	-0.0137	-0.01
$γ_{6}$	-0.0301	-0.11
$γ_{7}$	0.0340	0.05
$γ_{8}$	0.0387	0.04
$γ_{9}$	-0.1212	-0.05
$γ_{10}$	0.1327	0.07

Estimation Period:
Jul 4, 1991 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts