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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 12.57 | |
| 0.0849 | 27.23 | |
| 0.9381 | 463.48 | |
| -0.0460 | -11.71 |
Estimation Period:
May 30, 1990 to May 22, 2026
May 30, 1990 to May 22, 2026
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