V-Lab: Indian Rupee Spline-GARCH Volatility Analysis

V-Lab

Indian Rupee Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:3.11% (+1.30%)

Analysis last updated: Wednesday, September 17, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6573	0.00
$α$	0.1673	0.00
$β$	0.8326	0.00
$γ_{1}$	0.1102	0.00
$γ_{2}$	-0.2586	-0.00
$γ_{3}$	0.1678	0.00
$γ_{4}$	-0.0123	-0.00
$γ_{5}$	-0.0035	-0.00
$γ_{6}$	-0.0377	-0.02
$γ_{7}$	0.0348	0.01
$γ_{8}$	0.0456	0.01
$γ_{9}$	-0.1249	-0.01
$γ_{10}$	0.0822	0.00

Estimation Period:
Jul 4, 1991 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts