V-Lab
V-Lab
Indian Rupee GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:3.99% (-0.04%)
Analysis last updated: Sunday, July 6, 2025 at 01:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee GARCH
paramt-stat
ω0.00029.18
α0.067122.99
β0.9329358.53
Estimation Period:
Jul 4, 1991 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts