Mauritius Stock Exchange SEMDEX Index APARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
4.82%
increased by 0.17%
1 Week
5.15%
increased by 0.50%
1 Month
6.09%
increased by 1.44%
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 | |
|---|---|---|
| 0.0050 | 13.06 | |
| 0.1248 | 21.05 | |
| 0.8146 | 157.95 | |
| 0.0158 | 1.59 | |
| 2.6546 | 29.75 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
Other Mauritius Stock Exchange SEMDEX Index Analyses
Other APARCH Analyses on Equity Indices