V-Lab
V-Lab
Indian Rupee GARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:1.32% (-0.03%)

Analysis last updated: Sunday, December 3, 2023 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indian Rupee GARCH
paramt-stat
ω0.00029.65
α0.068022.44
β0.9320347.91
Estimation Period:
Jul 4, 1991 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts