Societe Maghrebine de Monetique AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.18% (-4.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4024 | 14.78 | |
| 0.1362 | 27.64 | |
| 0.8061 | 101.88 | |
| -0.4352 | -4.91 |
Estimation Period:
Dec 27, 2011 to Feb 13, 2026
Dec 27, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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