Mauritian Rupee MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
3.84%
decreased by 0.09%
1 Week
4.13%
increased by 0.20%
1 Month
4.53%
increased by 0.60%
Analysis last updated: Friday, June 12, 2026 at 08:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1974 | 25.28 | |
| 0.6165 | 42.56 | |
| -0.0532 | -4.92 | |
| 0.0011 | 3.27 | |
| 0.0607 | 3.67 | |
| 0.9380 | 57.61 |
Estimation Period:
Jun 28, 1993 to Jun 12, 2026
Jun 28, 1993 to Jun 12, 2026
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