V-Lab

Indian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 25th, 2025:3.80% (+0.02%)
Analysis last updated: Thursday, April 24, 2025 at 07:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee SGARCH
paramt-stat
ω0.77350.11
α0.17660.00
β0.82340.01
γ10.04450.00
γ2-0.1878-0.00
γ30.16170.00
γ4-0.0122-0.00
γ5-0.0001-0.00
γ6-0.0393-0.10
γ70.02740.06
γ80.05420.02
γ9-0.1044-0.02
γ10-0.0152-0.00
Estimation Period:
Jul 4, 1991 to Apr 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts