Maghrebail GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.10% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0689 | 11.90 | |
| 0.0780 | 11.12 | |
| 0.9200 | 205.81 | |
| -0.0055 | -0.50 |
Estimation Period:
Jul 14, 1997 to Feb 6, 2026
Jul 14, 1997 to Feb 6, 2026
News Impact Curve
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