Maghrebail Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.17% (-2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6636 | 0.98 | |
| 0.1060 | 3.37 | |
| 0.8062 | 21.41 | |
| 0.3088 | 0.22 | |
| -0.1463 | -0.08 | |
| -0.7475 | -1.11 | |
| 1.1978 | 2.77 | |
| -1.1913 | -3.38 | |
| 1.1856 | 3.39 | |
| -1.5191 | -4.03 | |
| 1.5005 | 3.58 | |
| -0.3987 | -0.90 | |
| -0.3955 | -1.16 |
Estimation Period:
Jul 14, 1997 to Feb 6, 2026
Jul 14, 1997 to Feb 6, 2026
News Impact Curve
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