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{name} Model Equation

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Param	Value	t-stat
ωconst	0.8055	0.65
αARCH	0.1520	1.37
βGARCH	0.8480	7.79***

γ₁	0.2160	0.18
γ₂	-0.3686	-0.31
γ₃	0.1635	1.45
γ₄	-0.0051	-0.06
γ₅	0.0001	0.00
γ₆	-0.0446	-0.95
γ₇	0.0590	1.60
γ₈	-0.0065	-0.16
γ₉	-0.0696	-1.43
γ₁₀	0.1003	2.43**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8055	0.65
α ARCH Response to squared shocks	0.1520	1.37
β GARCH Volatility persistence	0.8480	7.79***

γ₁	0.2160	0.18
γ₂	-0.3686	-0.31
γ₃	0.1635	1.45
γ₄	-0.0051	-0.06
γ₅	0.0001	0.00
γ₆	-0.0446	-0.95
γ₇	0.0590	1.60
γ₈	-0.0065	-0.16
γ₉	-0.0696	-1.43
γ₁₀	0.1003	2.43**

V-Lab

US Dollar to Indian Rupee Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Indian Rupee Analyses