Morocco Casablanca Stock Exchange CFG 25 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.16% (+2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1292 | 25.15 | |
| 0.2573 | 25.15 | |
| 0.4655 | 45.33 | |
| 0.0937 | 4.54 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2024
Jan 2, 1990 to Dec 31, 2024
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices