Mauritian Rupee GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
81.19%
increased by 5.71%
1 Week
81.74%
increased by 6.26%
1 Month
83.85%
increased by 8.37%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 201.4846 | 8.65 | |
| 0.0477 | 147.58 | |
| 0.9990 | 9,081.82 | |
| 2.0014 | 250,180.50 |
Estimation Period:
Jun 28, 1993 to Jun 5, 2026
Jun 28, 1993 to Jun 5, 2026
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