V-Lab
V-Lab
US Dollar to Mauritian Rupee GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:5.27% (+0.09%)

Analysis last updated: Thursday, April 18, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Mauritian Rupee GARCH
paramt-stat
ω0.001016.41
α0.068230.53
β0.9318480.29
Estimation Period:
Apr 10, 1995 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts