US Dollar to 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 Wednesday, June 10th, 2026
1 Day
4.05%
increased by 0.14%
1 Week
4.12%
increased by 0.21%
1 Month
4.38%
increased by 0.47%
Analysis last updated: Tuesday, June 9, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 12.49 | |
| 0.0711 | 20.11 | |
| 0.9275 | 522.55 | |
| -0.0623 | -3.98 | |
| 2.0420 | 27.49 |
Estimation Period:
Apr 10, 1995 to Jun 5, 2026
Apr 10, 1995 to Jun 5, 2026
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