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V-Lab

Indian Rupee Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, March 24th, 2026

1 Day

7.09%

decreased by 0.50%

1 Week

7.40%

increased by 0.31%

1 Month

8.52%

increased by 1.43%

Analysis last updated: Monday, March 23, 2026 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee SGARCH
paramt-stat
ω0.67200.16
α0.16860.00
β0.83140.02
γ1-0.0215-0.00
γ2-0.0720-0.00
γ30.10460.00
γ40.00750.00
γ5-0.0443-0.01
γ60.00450.00
γ70.08090.03
γ8-0.1670-0.04
γ90.31910.06
Estimation Period:
Jul 4, 1991 to Mar 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts