V-Lab
V-Lab
US Dollar to Indian Rupee APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:1.80% (-0.05%)

Analysis last updated: Wednesday, May 1, 2024 at 07:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Indian Rupee APARCH
paramt-stat
ω0.00024.70
α0.064819.58
β0.9352441.97
γ-0.2052-11.14
δ1.899834.16
Estimation Period:
May 30, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts