global-journal-of-science-frontier-research-f-mathematics-decision Global Journal of Science Frontier Research - F: Mathematics & Decision 0975-5896 2249-4626 Global Journals Publishing Group Incorporated 52710 Forecasting Foreign Exchange Rates of Different Countries using Non Linear Models Volatility Modeling of INR Foreign Exchange Rates RaniBoina Jhansi RaniDr. S. A. Jyothi INDIA, Osmania University 19 01 2023 22 F5 29 38

This Paper investigates the behavior of daily exchange rates between USD/INR, GBP/INR, CHF/INR and JPY/INR. This Paper attempts to examine the performance of ARCH/GARCH model in forecasting the currencies traded in Indian foreign exchange markets. The accuracy of the forecast is compared with Mean Error (ME), Mean Absolute Error (MAE), Mean Percentage error (MPE), Mean Absolute Percentage Error (MAPE) and Root Mean Squared Error (RMSE), Mean Absolute Square Error. Study the performance indicators of model by using AIC and BIC values. This paper attempts to examine the performance of ARCH/GARCH model in forecasting the currencies traded in Indian foreign exchange markets. Study the Forecasting value of next 5 years exchange rates USD American dollar, GBP British Pound, CHF Swiss Franc and JPY Japanese JPY currencies with INR Indian data from that investigates the behavior of daily exchange rates between USD/INR, GBP/INR, CHF/INR and JPY/INR.

 forex forecasting ARCH GRACH. Full Text

This Paper investigates the behavior of daily exchange rates between USD/INR, GBP/INR, CHF/INR and JPY/INR. This Paper attempts to examine the performance of ARCH/GARCH model in forecasting the currencies traded in Indian foreign exchange markets. The accuracy of the forecast is compared with Mean Error (ME), Mean Absolute Error (MAE), Mean Percentage error (MPE), Mean Absolute Percentage Error (MAPE) and Root Mean Squared Error (RMSE), Mean Absolute Square Error. Study the performance indicators of model by using AIC and BIC values.