Mauritian Rupee EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.14% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 5.72 | |
| 0.1513 | 20.58 | |
| 0.9881 | 1,409.55 | |
| -0.0053 | -0.77 |
Estimation Period:
Jun 28, 1993 to Feb 6, 2026
Jun 28, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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