V-Lab
V-Lab
Morocco Casablanca Stock Exchange CFG 25 APARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:14.06% (+4.47%)

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 APARCH
paramt-stat
ω0.134633.27
α0.302638.05
β0.472128.81
γ0.07957.03
δ1.906719.13
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts