V-Lab
US Dollar to Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
33.80%
increased by 1.58%
1 Week
33.78%
increased by 1.56%
1 Month
33.68%
increased by 1.46%
Analysis last updated: Sunday, August 16, 2026 at 01:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 30, 1990 to Aug 14, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.01 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2056 | 8.65*** |
α ARCH Response to squared shocks | 0.0543 | 183.50*** |
β GARCH Volatility persistence | 0.9990 | 8,325.00*** |
ν DF Student-t tail thickness | 2.0051 |
Persistence:
0.999
Half-life:
693 days
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