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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0001	12.57***
α ARCH Response to squared shocks	0.0849	27.23***
β GARCH Volatility persistence	0.9381	463.48***
γ leverage Additional response to negative shocks	-0.0460	-11.72***

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US Dollar to Indian Rupee GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Indian Rupee Analyses