Attijariwafa Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.47% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1804 | 18.19 | |
| 0.1133 | 17.61 | |
| 0.7603 | 114.04 | |
| 0.0408 | 3.21 |
Estimation Period:
Jul 1, 1993 to Feb 13, 2026
Jul 1, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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