US Dollar to Indian Rupee EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.19% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 0.58 | |
| 0.2491 | 47.00 | |
| 0.9858 | 655.02 | |
| 0.0414 | 9.66 |
Estimation Period:
May 30, 1990 to Feb 6, 2026
May 30, 1990 to Feb 6, 2026
News Impact Curve
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