US Dollar to Indian Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:4.06% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 12.71 | |
| 0.0850 | 27.14 | |
| 0.9379 | 459.51 | |
| -0.0457 | -11.62 |
Estimation Period:
May 30, 1990 to Feb 20, 2026
May 30, 1990 to Feb 20, 2026
News Impact Curve
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