Morocco Casablanca Stock Exchange CFG 25 MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:3.97% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7433 | 7,433,350.00 | |
| 0.0116 | 116,450.00 | |
| 0.4900 | 4,900,410.00 | |
| 0.0131 | 130,630.00 | |
| 0.0520 | 519,740.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2024
Jan 2, 1990 to Dec 31, 2024
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices