V-Lab: Indian Rupee GARCH Volatility Analysis

V-Lab

Indian Rupee GARCH Volatility Analysis

Volatility Prediction for Friday, July 1st, 2022:3.10% (-0.08%)

Analysis last updated: Thursday, June 30, 2022, 07:09 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0002	10.14
$α$	0.0695	22.03
$β$	0.9305	334.10

Estimation Period:
Jul 4, 1991 to Jun 25, 2022

News Impact Curve

Volatility Forecasts

We are currently experiencing issues updating our data. Unfortunately, we do not have an estimate as to when these issues will be resolved. We apologize for any inconvenience and are working as hard as we can to resolve these issues as soon as possible.