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V-Lab

Indian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.01% (-0.66%)
Analysis last updated: Friday, February 6, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee SGARCH
paramt-stat
ω0.75890.05
α0.17250.00
β0.82750.01
γ10.01130.00
γ2-0.1377-0.00
γ30.13870.00
γ40.00040.00
γ5-0.0134-0.00
γ6-0.0344-0.01
γ70.04310.01
γ80.03710.01
γ9-0.1638-0.01
γ100.36810.01
Estimation Period:
Jul 4, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts