Morocco Casablanca Stock Exchange CFG 25 APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.89% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1358 | 33.76 | |
| 0.2984 | 38.21 | |
| 0.4761 | 29.29 | |
| 0.0787 | 6.95 | |
| 1.8846 | 19.25 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2024
Jan 2, 1990 to Dec 31, 2024
News Impact Curve
Volatility Forecasts
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