V-Lab
V-Lab
US Dollar to Mauritian Rupee EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:5.26% (+0.45%)

Analysis last updated: Thursday, May 16, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Mauritian Rupee EGARCH
paramt-stat
ω0.00955.32
α0.156619.33
β0.98781385.41
γ-0.0044-0.59
Estimation Period:
Apr 10, 1995 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts