Credit du Maroc STE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.50% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6226 | 1.38 | |
| 0.1488 | 8.66 | |
| 0.6358 | 12.59 | |
| -0.0444 | -0.09 | |
| 0.1618 | 0.23 | |
| -0.1572 | -0.62 | |
| -0.0376 | -0.27 | |
| 0.1497 | 1.23 | |
| -0.0242 | -0.25 | |
| -0.2429 | -2.10 | |
| 0.3395 | 2.26 | |
| -0.1741 | -1.53 |
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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