Morocco Casablanca Stock Exchange CFG 25 GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.83% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1316 | 25.42 | |
| 0.3071 | 36.81 | |
| 0.4555 | 44.13 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2024
Jan 2, 1990 to Dec 31, 2024
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices