Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
116.76%
increased by 1.90%
1 Week
116.65%
increased by 1.79%
1 Month
116.22%
increased by 1.36%
Analysis last updated: Wednesday, June 10, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5076 | 8.69 | |
| 0.0552 | 181.03 | |
| 0.9990 | 8,394.96 | |
| 2.0017 | 400,348.20 |
Estimation Period:
Jul 4, 1991 to Jun 5, 2026
Jul 4, 1991 to Jun 5, 2026
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