Mauritian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.87% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3411 | 3.81 | |
| 0.0842 | 10.46 | |
| 0.9104 | 109.98 | |
| 0.0079 | 0.28 | |
| 0.0641 | 1.59 | |
| -0.1529 | -5.52 | |
| 0.1185 | 5.69 | |
| -0.0380 | -2.05 | |
| -0.0112 | -0.38 |
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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