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Ciments du Maroc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.95% (-0.35%)
Analysis last updated: Thursday, February 12, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ciments du Maroc S0GARCH
paramt-stat
ω1.51832.23
α0.11496.35
β0.777416.50
γ10.31922.26
γ2-0.5002-2.46
γ30.31332.94
γ4-0.2100-2.88
γ50.12652.36
γ6-0.1318-3.22
γ70.15794.14
γ8-0.0973-3.04
Estimation Period:
Mar 1, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts