Credit du Maroc STE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.13% (+5.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2203 | 9.83 | |
| 0.1031 | 16.83 | |
| 0.8387 | 122.30 | |
| 0.0188 | 1.62 |
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Jul 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Credit du Maroc STE Analyses
Other GJR-GARCH Analyses on International Equities