US Dollar to Indian Rupee AGARCH 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
7.87%
increased by 1.79%
1 Week
8.09%
increased by 2.01%
1 Month
9.09%
increased by 3.01%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0001 | -1.96 | |
| 0.1103 | 30.17 | |
| 0.9174 | 427.10 | |
| -0.0227 | -4.19 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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