Indian Rupee EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
6.01%
increased by 0.27%
1 Week
6.18%
increased by 0.44%
1 Month
6.89%
increased by 1.15%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.13 | |
| 0.2471 | 46.46 | |
| 0.9854 | 644.08 | |
| 0.0413 | 9.51 |
Estimation Period:
Jul 4, 1991 to Jun 5, 2026
Jul 4, 1991 to Jun 5, 2026
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