US Dollar to Indian Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
82.54%
decreased by 6.25%
1 Week
82.46%
decreased by 6.33%
1 Month
82.16%
decreased by 6.63%
Analysis last updated: Sunday, June 14, 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 | |
|---|---|---|
| 1.9763 | 8.67 | |
| 0.0542 | 183.80 | |
| 0.9990 | 8,394.96 | |
| 2.0031 | 222,568.00 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
Other GAS-GARCH Student T Analyses on Currencies