V-Lab
V-Lab
Morocco Casablanca Stock Exchange CFG 25 GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:14.62% (+6.53%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Morocco Casablanca Stock Exchange CFG 25 GARCH
paramt-stat
ω0.133225.25
α0.317236.81
β0.446043.11
Estimation Period:
Jan 2, 1990 to Feb 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts