V-Lab
Morocco Casablanca Stock Exchange CFG 25 MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:0.11% (-3.47%)
Analysis last updated: Friday, May 3, 2024 at 06:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7446 | 7446450.00 | |
| 0.0093 | 93410.00 | |
| 0.4920 | 4920290.00 | |
| 0.0405 | 404740.00 | |
| 0.0488 | 487660.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Jan 2, 1990 to Apr 30, 2024