Itissalat Al-Maghrib Ste SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.30% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 20.58 | |
| 0.1206 | 12.64 | |
| 0.8116 | 138.03 | |
| 0.0323 | 1.91 |
Estimation Period:
Dec 10, 2004 to Feb 6, 2026
Dec 10, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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