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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 Monday, June 15th, 2026

1 Day

5.66%

decreased by 0.19%

1 Week

5.71%

decreased by 0.14%

1 Month

5.91%

increased by 0.06%

Analysis last updated: Sunday, June 14, 2026 at 01:34 PM UTC

Date Range:

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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