Aluminium du Maroc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.58% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1651 | 22.14 | |
| 0.2236 | 32.67 | |
| 0.9177 | 204.44 | |
| -0.0359 | -4.06 |
Estimation Period:
Oct 27, 1998 to Feb 6, 2026
Oct 27, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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