Mauritian Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.77% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 16.37 | |
| 0.0676 | 23.30 | |
| 0.9343 | 524.03 | |
| -0.0040 | -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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