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Credit du Maroc STE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.50% (+0.80%)
Analysis last updated: Sunday, February 15, 2026 at 02:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credit du Maroc STE S0GARCH
paramt-stat
ω0.62261.38
α0.14888.66
β0.635812.59
γ1-0.0444-0.09
γ20.16180.23
γ3-0.1572-0.62
γ4-0.0376-0.27
γ50.14971.23
γ6-0.0242-0.25
γ7-0.2429-2.10
γ80.33952.26
γ9-0.1741-1.53
Estimation Period:
Jul 1, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts