Maghrebail AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.30% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1860 | 14.15 | |
| 0.1369 | 41.59 | |
| 0.8486 | 334.34 | |
| -0.2801 | -1.87 |
Estimation Period:
Jul 14, 1997 to Feb 6, 2026
Jul 14, 1997 to Feb 6, 2026
News Impact Curve
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