Ciments du Maroc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.66% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1141 | 12.61 | |
| 0.0934 | 12.73 | |
| 0.8854 | 172.36 | |
| -0.0139 | -0.90 |
Estimation Period:
Mar 1, 1994 to Feb 6, 2026
Mar 1, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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