Maghrebail EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.64% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1037 | 14.32 | |
| 0.1584 | 15.20 | |
| 0.9634 | 360.02 | |
| 0.0048 | 0.39 |
Estimation Period:
Jul 14, 1997 to Feb 6, 2026
Jul 14, 1997 to Feb 6, 2026
News Impact Curve
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