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

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V-Lab

Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:4.94% (+0.45%)

Analysis last updated: Friday, December 5, 2025 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6627	0.04
$α$	0.1690	0.00
$β$	0.8310	0.01
$γ_{1}$	-0.0001	-0.00
$γ_{2}$	-0.1212	-0.00
$γ_{3}$	0.1310	0.00
$γ_{4}$	0.0018	0.00
$γ_{5}$	-0.0092	-0.00
$γ_{6}$	-0.0386	-0.02
$γ_{7}$	0.0446	0.02
$γ_{8}$	0.0289	0.65
$γ_{9}$	-0.1133	-0.06
$γ_{10}$	0.1272	0.07

Estimation Period:
Jul 4, 1991 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts