Credit du Maroc STE Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.21% (+8.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6222 | 1.38 | |
| 0.1499 | 8.81 | |
| 0.6357 | 12.67 | |
| -0.0501 | -0.10 | |
| 0.1717 | 0.25 | |
| -0.1629 | -0.65 | |
| -0.0365 | -0.26 | |
| 0.1506 | 1.24 | |
| -0.0212 | -0.21 | |
| -0.2583 | -2.22 | |
| 0.3816 | 2.45 | |
| -0.2961 | -1.72 |
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Jul 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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