Indian Rupee GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.48%
decreased by 0.02%
1 Week
5.49%
decreased by 0.01%
1 Month
5.52%
increased by 0.02%
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 | |
|---|---|---|
| 0.0002 | 9.29 | |
| 0.0657 | 23.56 | |
| 0.9343 | 375.84 |
Estimation Period:
Jul 4, 1991 to Jun 5, 2026
Jul 4, 1991 to Jun 5, 2026
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