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Maghrebail Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.17% (-2.80%)
Analysis last updated: Sunday, February 8, 2026 at 02:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Maghrebail S0GARCH
paramt-stat
ω0.66360.98
α0.10603.37
β0.806221.41
γ10.30880.22
γ2-0.1463-0.08
γ3-0.7475-1.11
γ41.19782.77
γ5-1.1913-3.38
γ61.18563.39
γ7-1.5191-4.03
γ81.50053.58
γ9-0.3987-0.90
γ10-0.3955-1.16
Estimation Period:
Jul 14, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts