V-Lab
V-Lab
US Dollar to Mauritian Rupee GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:4.30% (+0.43%)

Analysis last updated: Thursday, May 16, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Mauritian Rupee GARCH
paramt-stat
ω0.001016.52
α0.068830.50
β0.9312477.05
Estimation Period:
Apr 10, 1995 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts