Morocco Casablanca Stock Exchange CFG 25 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.68% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1688 | 25.03 | |
| 0.9990 | 900.81 | |
| 5.8354 | 5.10 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2024
Jan 2, 1990 to Dec 31, 2024
Other GAS-GARCH Student T Analyses on Equity Indices