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V-Lab

Aluminium du Maroc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.37% (+0.17%)
Analysis last updated: Tuesday, February 10, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aluminium du Maroc SGARCH
paramt-stat
ω0.83513.81
α0.11357.12
β0.784621.83
γ1-0.0531-0.36
γ20.05660.25
γ30.02900.19
γ40.00520.04
γ5-0.2544-2.31
γ60.43973.41
γ7-0.4414-2.30
Estimation Period:
Oct 27, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts