Jan 13-Dec 17

USDINR

EURINR

GARCH

EGARCH

GARCH

EGARCH

LL

−57.6639

−458.5444

4494.92

4493.396

AIC

0.771867

0.772007

−7.453356

−7.454146

SIC

0.797249

0.79962

−7.427974

−7.424533

HQ

0.781427

0.78116

−7.443796

−7.442993

Q(10)

10.966

10.774

14.567

14.143

p-value

0.36

0.375

0.149

0.167

Q(30)

18.445

18.08

35.574

34.612

p-value

0.951

0.957

0.222

0.257

JB

116.23

1158.66

500.06

569.24

p-value

0

0

0

0

F-statistic

1.286245

1.79312

1.282526

1.028032

p-value

0.124

0.139

0.1267

0.4222