US Dollar to Mauritian Rupee GJR-GARCH 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
4.07%
increased by 0.15%
1 Week
4.14%
increased by 0.22%
1 Month
4.41%
increased by 0.49%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.26 | |
| 0.0808 | 23.43 | |
| 0.9280 | 483.56 | |
| -0.0176 | -2.96 |
Estimation Period:
Apr 10, 1995 to Jun 5, 2026
Apr 10, 1995 to Jun 5, 2026
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