Aluminium du Maroc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.42% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2401 | 16.68 | |
| 0.1084 | 9.76 | |
| 0.8363 | 158.61 | |
| 0.0228 | 1.13 |
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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