V-Lab
V-Lab

Indian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:2.12% (-0.20%)

Analysis last updated: Sunday, April 21, 2024 at 02:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee SGARCH
paramt-stat
ω0.74527452110.00
α0.17931793360.00
β0.82078206600.00
γ10.0249249320.00
γ2-0.1865-1865230.00
γ30.19331932730.00
γ4-0.0414-414260.00
γ50.0299299000.00
γ6-0.0496-495800.00
γ70.003434480.00
γ80.0829829040.00
γ9-0.0888-888340.00
γ10-0.0502-502220.00
Estimation Period:
Jul 4, 1991 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts