Indian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.01% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7589 | 0.05 | |
| 0.1725 | 0.00 | |
| 0.8275 | 0.01 | |
| 0.0113 | 0.00 | |
| -0.1377 | -0.00 | |
| 0.1387 | 0.00 | |
| 0.0004 | 0.00 | |
| -0.0134 | -0.00 | |
| -0.0344 | -0.01 | |
| 0.0431 | 0.01 | |
| 0.0371 | 0.01 | |
| -0.1638 | -0.01 | |
| 0.3681 | 0.01 |
Estimation Period:
Jul 4, 1991 to Feb 6, 2026
Jul 4, 1991 to Feb 6, 2026
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