Mauritian Rupee APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
3.91%
increased by 0.22%
1 Week
3.98%
increased by 0.29%
1 Month
4.24%
increased by 0.55%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 12.37 | |
| 0.0679 | 20.57 | |
| 0.9311 | 538.53 | |
| -0.0471 | -2.89 | |
| 2.0325 | 28.26 |
Estimation Period:
Jun 28, 1993 to Jun 5, 2026
Jun 28, 1993 to Jun 5, 2026
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