Mauritian Rupee APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:5.78% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 11.54 | |
| 0.0649 | 20.20 | |
| 0.9338 | 573.25 | |
| -0.0166 | -1.13 | |
| 2.0514 | 27.50 |
Estimation Period:
Jun 28, 1993 to Feb 13, 2026
Jun 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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