Mauritian Rupee EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
5.71%
increased by 0.12%
1 Week
5.91%
increased by 0.32%
1 Month
6.75%
increased by 1.16%
Analysis last updated: Tuesday, June 16, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0093 | 5.49 | |
| 0.1549 | 20.57 | |
| 0.9877 | 1,476.43 | |
| 0.0020 | 0.27 |
Estimation Period:
Jun 28, 1993 to Jun 12, 2026
Jun 28, 1993 to Jun 12, 2026
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