MAURITIAN RUPEE GJR-GARCH VOLATILITY GRAPH?

Volatility Prediction for Wednesday, May 22: 5.24% (-0.13)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

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Volatility Summary Table

Closing Price (MUR): ₨ 31.20 Return: -0.16% 1 Week Pred: 5.52%
Avg Week Vol: 5.42% Avg Month Vol: 5.54% 1 Month Pred: 6.46%
Min Vol: 3.32% Max Vol: 57.4% 6 Months Pred: 10.99%
Avg Vol: 12.3% Vol of Vol: 15.58% 1 Year Pred: 14.66%