Compagnie Sucrerie Marocaine et de Raffinage SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.56% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4416 | 18.94 | |
| 0.1548 | 11.32 | |
| 0.6979 | 84.72 | |
| 0.0405 | 1.52 |
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Jul 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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