V-Lab
V-Lab

Indian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:4.38% (-0.30%)

Analysis last updated: Friday, January 27, 2023, 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee SGARCH
paramt-stat
ω0.80070.02
α0.18420.00
β0.81580.00
γ10.09960.00
γ2-0.2972-0.00
γ30.24710.00
γ4-0.0829-0.00
γ50.07570.04
γ6-0.0733-0.02
γ7-0.0097-0.00
γ80.09900.02
γ9-0.0795-0.04
γ100.01900.00
Estimation Period:
Jul 4, 1991 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts