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	param	t-stat
$ω$	0.7537	0.14
$α$	0.1729	0.00
$β$	0.8271	0.02
$γ_{1}$	0.0337	0.00
$γ_{2}$	-0.1651	-0.00
$γ_{3}$	0.1448	0.00
$γ_{4}$	-0.0007	-0.00
$γ_{5}$	-0.0149	-0.01
$γ_{6}$	-0.0307	-0.05
$γ_{7}$	0.0364	0.06
$γ_{8}$	0.0460	0.04
$γ_{9}$	-0.1653	-0.06
$γ_{10}$	0.3297	0.32

V-Lab

Indian Rupee Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:3.57% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Indian Rupee Analyses