V-Lab
V-Lab
US Dollar to Indian Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:2.18% (-0.01%)

Analysis last updated: Thursday, April 18, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Indian Rupee GJR-GARCH
paramt-stat
ω0.000112.25
α0.086523.40
β0.9371428.68
γ-0.0471-9.88
Estimation Period:
May 30, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts