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US Dollar to Indian Rupee GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, May 25th, 2026

1 Day

5.49%

decreased by 0.18%

1 Week

5.49%

decreased by 0.18%

1 Month

5.51%

decreased by 0.16%

Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of US Dollar to Indian Rupee GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time