V-Lab
V-Lab

Mauritian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 29th, 2024:4.21% (-0.14%)

Analysis last updated: Thursday, March 28, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mauritian Rupee SGARCH
paramt-stat
ω1.98442.89
α0.09469.82
β0.890482.18
γ10.02930.46
γ20.12801.43
γ3-0.3862-4.80
γ40.45925.29
γ5-0.3934-6.97
γ60.16592.76
γ70.06961.03
γ8-0.1123-1.83
γ90.12361.79
γ10-0.3013-2.33
Estimation Period:
Jun 28, 1993 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts