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
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6720 | 0.16 | |
| 0.1686 | 0.00 | |
| 0.8314 | 0.02 | |
| -0.0215 | -0.00 | |
| -0.0720 | -0.00 | |
| 0.1046 | 0.00 | |
| 0.0075 | 0.00 | |
| -0.0443 | -0.01 | |
| 0.0045 | 0.00 | |
| 0.0809 | 0.03 | |
| -0.1670 | -0.04 | |
| 0.3191 | 0.06 |
Estimation Period:
Jul 4, 1991 to Mar 20, 2026
Jul 4, 1991 to Mar 20, 2026
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