Mauritian Rupee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.92% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3428 | 3.82 | |
| 0.0842 | 10.46 | |
| 0.9105 | 110.14 | |
| 0.0072 | 0.26 | |
| 0.0656 | 1.61 | |
| -0.1541 | -5.49 | |
| 0.1188 | 5.65 | |
| -0.0380 | -2.03 | |
| -0.0096 | -0.33 |
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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