Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:7.87% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6757 | 0.05 | |
| 0.1675 | 0.00 | |
| 0.8325 | 0.02 | |
| 0.0075 | 0.00 | |
| -0.1279 | -0.00 | |
| 0.1279 | 0.00 | |
| 0.0079 | 0.00 | |
| -0.0178 | -0.01 | |
| -0.0321 | -0.04 | |
| 0.0444 | 0.04 | |
| 0.0250 | 0.04 | |
| -0.1095 | -0.05 | |
| 0.1257 | 0.07 |
Estimation Period:
Jul 4, 1991 to Jan 30, 2026
Jul 4, 1991 to Jan 30, 2026
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