Mauritius Stock Exchange SEMDEX Index GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
5.00%
increased by 0.20%
1 Week
5.29%
increased by 0.49%
1 Month
6.21%
increased by 1.41%
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 | |
|---|---|---|
| 0.0076 | 20.49 | |
| 0.1272 | 32.97 | |
| 0.8564 | 252.41 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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