US Dollar to Mauritian Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.26% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 16.10 | |
| 0.0732 | 23.83 | |
| 0.9311 | 502.46 | |
| -0.0085 | -1.54 |
Estimation Period:
Apr 10, 1995 to Feb 6, 2026
Apr 10, 1995 to Feb 6, 2026
News Impact Curve
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