Compagnie Marocaine DE Goutt GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.94% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2822 | 8.57 | |
| 0.1681 | 5.08 | |
| 0.5508 | 14.30 | |
| 0.1703 | 2.17 |
Estimation Period:
Dec 16, 2024 to Feb 13, 2026
Dec 16, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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