US Dollar to Indian Rupee MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.72%
decreased by 0.24%
1 Week
5.01%
increased by 0.05%
1 Month
5.86%
increased by 0.90%
Analysis last updated: Sunday, June 14, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1650 | 29.91 | |
| 0.8220 | 146.96 | |
| -0.0965 | -18.44 | |
| 0.0002 | 7.29 | |
| 0.9797 | 56.67 | |
| 0.0203 | 6.36 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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