US Dollar to Mauritian Rupee EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.37%
unchanged at 0.00%
1 Week
4.56%
increased by 0.19%
1 Month
5.39%
increased by 1.02%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 4.80 | |
| 0.1626 | 20.07 | |
| 0.9869 | 1,453.48 | |
| 0.0060 | 0.79 |
Estimation Period:
Apr 10, 1995 to Jun 12, 2026
Apr 10, 1995 to Jun 12, 2026
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