Mauritius Stock Exchange SEMDEX Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
4.97%
increased by 0.19%
1 Week
5.26%
increased by 0.48%
1 Month
6.20%
increased by 1.42%
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 | |
|---|---|---|
| 0.0075 | 20.62 | |
| 0.1240 | 24.37 | |
| 0.8568 | 253.95 | |
| 0.0075 | 0.86 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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