Mauritian Rupee GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.28% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 16.40 | |
| 0.0676 | 23.28 | |
| 0.9343 | 523.71 | |
| -0.0038 | -0.73 |
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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