Indian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.19% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6539 | 0.04 | |
| 0.1649 | 0.00 | |
| 0.8351 | 0.01 | |
| 0.0025 | 0.00 | |
| -0.1238 | -0.00 | |
| 0.1327 | 0.00 | |
| -0.0010 | -0.00 | |
| -0.0086 | -0.00 | |
| -0.0386 | -0.02 | |
| 0.0492 | 0.02 | |
| 0.0181 | 0.03 | |
| -0.1010 | -0.10 | |
| 0.1194 | 0.13 |
Estimation Period:
Jul 4, 1991 to Feb 6, 2026
Jul 4, 1991 to Feb 6, 2026
News Impact Curve
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