V-Lab
V-Lab
Mauritian Rupee GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:5.30% (-0.03%)

Analysis last updated: Friday, April 19, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mauritian Rupee GARCH
paramt-stat
ω0.001016.10
α0.064930.97
β0.9351503.55
Estimation Period:
Jun 28, 1993 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts