Mauritian Rupee EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:5.95% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 5.70 | |
| 0.1511 | 20.58 | |
| 0.9881 | 1,411.58 | |
| -0.0052 | -0.76 |
Estimation Period:
Jun 28, 1993 to Feb 20, 2026
Jun 28, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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