V-Lab
V-Lab

Indian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:1.99% (-0.06%)

Analysis last updated: Tuesday, October 3, 2023 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee SGARCH
paramt-stat
ω0.84590.12
α0.18050.00
β0.81950.01
γ10.09810.00
γ2-0.2789-0.00
γ30.22000.00
γ4-0.0591-0.00
γ50.04980.06
γ6-0.0581-0.19
γ7-0.0101-0.09
γ80.10380.07
γ9-0.0986-1.04
γ100.00600.00
Estimation Period:
Jul 4, 1991 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts