Morocco Casablanca Stock Exchange CFG 25 EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.46% (+3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2495 | -13.92 | |
| 0.4009 | 44.50 | |
| 0.6208 | 26.81 | |
| -0.0547 | -6.49 |
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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