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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

Date Range:

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to

6M ·

1Y ·

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graph of US Dollar to Mauritian Rupee GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time