Mauritius Stock Exchange SEMDEX Index EGARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
5.94%
increased by 0.22%
1 Week
6.26%
increased by 0.54%
1 Month
7.47%
increased by 1.75%
Analysis last updated: Friday, May 15, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0114 | -4.60 | |
| 0.1954 | 29.05 | |
| 0.9675 | 595.04 | |
| 0.0041 | 0.76 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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