V-Lab
V-Lab
Morocco Casablanca Stock Exchange CFG 25 AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:19.67% (+10.10%)

Analysis last updated: Saturday, May 18, 2024 at 02:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Morocco Casablanca Stock Exchange CFG 25 AGARCH
paramt-stat
ω0.133125.51
α0.313737.53
β0.448744.14
γ0.03472.88
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts