Mauritius Stock Exchange SEMDEX Index AGARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
7.62%
increased by 2.86%
1 Week
7.75%
increased by 2.99%
1 Month
8.19%
increased by 3.43%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 21.21 | |
| 0.1290 | 33.03 | |
| 0.8548 | 249.28 | |
| 0.0088 | 1.01 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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