Ciments du Maroc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.95% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5183 | 2.23 | |
| 0.1149 | 6.35 | |
| 0.7774 | 16.50 | |
| 0.3192 | 2.26 | |
| -0.5002 | -2.46 | |
| 0.3133 | 2.94 | |
| -0.2100 | -2.88 | |
| 0.1265 | 2.36 | |
| -0.1318 | -3.22 | |
| 0.1579 | 4.14 | |
| -0.0973 | -3.04 |
Estimation Period:
Mar 1, 1994 to Feb 6, 2026
Mar 1, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ciments du Maroc Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities