Societe Maghrebine de Monetique GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.81% (+4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2866 | 13.28 | |
| 0.1427 | 10.72 | |
| 0.8471 | 111.59 | |
| -0.0551 | -2.54 |
Estimation Period:
Dec 27, 2011 to Feb 6, 2026
Dec 27, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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