Morocco Casablanca Stock Exchange CFG 25 AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.22% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1331 | 25.82 | |
| 0.3103 | 37.74 | |
| 0.4503 | 44.48 | |
| 0.0352 | 2.94 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2024
Jan 2, 1990 to Dec 31, 2024
News Impact Curve
Volatility Forecasts
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