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V-Lab

Indian Rupee GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, June 15th, 2026

1 Day

5.43%

decreased by 0.03%

1 Week

5.43%

decreased by 0.03%

1 Month

5.45%

decreased by 0.01%

Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC

Date Range:

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to

6M ·

1Y ·

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graph of Indian Rupee GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time