Mauritius Stock Exchange SEMDEX Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
321,850.51%
increased by 27,800.41%
1 Week
321,511.97%
increased by 27,461.87%
1 Month
320,163.73%
increased by 26,113.63%
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 | |
|---|---|---|
| 0.7653 | 19.34 | |
| 0.0766 | 248.63 | |
| 0.9989 | 17,525.40 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Jan 1, 1990 to May 14, 2026
Jan 1, 1990 to May 14, 2026
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