Maroc Leasing SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.33% (+6.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1492 | 15.93 | |
| 0.0851 | 7.06 | |
| 0.8925 | 177.82 | |
| 0.0154 | 0.91 |
Estimation Period:
Mar 3, 1997 to Feb 6, 2026
Mar 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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