Mauritius Stock Exchange SEMDEX Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 15th, 2026
1 Day
6.68%
increased by 1.22%
1 Week
12,204,686,706,343,593,000,000,000.00%
increased by 12,204,686,706,343,593,000,000,000.00%
1 Month
1,662,665,570,702,659,400,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 1,662,665,570,702,659,400,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Friday, May 15, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0165 | 164,560.00 | |
| -0.0329 | -328,910.00 | |
| 0.0194 | 1.85 | |
| 0.3613 | 9.32 | |
| 0.6146 | 14.40 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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