US Dollar to Indian Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.85% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 2.50 | |
| 0.0824 | 24.87 | |
| 0.9409 | 494.70 | |
| -0.0466 | -9.21 |
Estimation Period:
May 30, 1990 to Feb 6, 2026
May 30, 1990 to Feb 6, 2026
News Impact Curve
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