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V-Lab

Credit du Maroc STE Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.21% (+8.19%)
Analysis last updated: Friday, February 13, 2026 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credit du Maroc STE SGARCH
paramt-stat
ω0.62221.38
α0.14998.81
β0.635712.67
γ1-0.0501-0.10
γ20.17170.25
γ3-0.1629-0.65
γ4-0.0365-0.26
γ50.15061.24
γ6-0.0212-0.21
γ7-0.2583-2.22
γ80.38162.45
γ9-0.2961-1.72
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts