V-Lab
V-Lab
US Dollar to Indian Rupee EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:2.25% (-0.17%)

Analysis last updated: Sunday, April 28, 2024 at 01:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Indian Rupee EGARCH
paramt-stat
ω0.00080.27
α0.253546.11
β0.9850611.41
γ0.04489.89
Estimation Period:
May 30, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts