US Dollar to Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
86.15%
decreased by 6.46%
1 Week
86.07%
decreased by 6.54%
1 Month
85.76%
decreased by 6.85%
Analysis last updated: Sunday, May 24, 2026 at 01:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3908 | 8.67 | |
| 0.0542 | 183.25 | |
| 0.9990 | 8,394.96 | |
| 2.0026 | 250,324.00 |
Estimation Period:
May 30, 1990 to May 22, 2026
May 30, 1990 to May 22, 2026
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