V-Lab
V-Lab
Morocco Casablanca Stock Exchange CFG 25 GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:13.71% (+5.67%)

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 GJR-GARCH
paramt-stat
ω0.130424.96
α0.263625.07
β0.457244.50
γ0.10054.72
Estimation Period:
Jan 2, 1990 to Feb 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts