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{name} Model Equation

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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

V-Lab

US Dollar to Indian Rupee GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Indian Rupee Analyses