Mauritian Rupee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.01% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3595 | 3.84 | |
| 0.0841 | 10.48 | |
| 0.9106 | 110.28 | |
| 0.0091 | 0.33 | |
| 0.0618 | 1.54 | |
| -0.1512 | -5.47 | |
| 0.1183 | 5.71 | |
| -0.0408 | -2.55 | |
| -0.0016 | -0.14 |
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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