US Dollar to Mauritian Rupee AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
4.50%
increased by 0.56%
1 Week
4.57%
increased by 0.63%
1 Month
4.84%
increased by 0.90%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 8.78 | |
| 0.0744 | 30.99 | |
| 0.9285 | 478.36 | |
| -0.0417 | -3.74 |
Estimation Period:
Apr 10, 1995 to Jun 12, 2026
Apr 10, 1995 to Jun 12, 2026
Other AGARCH Analyses on Currencies