Societe Maghrebine de Monetique Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.05% (+6.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0584 | 3.15 | |
| 0.1403 | 5.20 | |
| 0.6313 | 8.43 | |
| 0.6356 | 1.31 | |
| -0.9487 | -1.34 | |
| 0.3476 | 0.50 | |
| 0.2216 | 0.31 | |
| -0.8027 | -1.48 | |
| 0.4659 | 1.04 | |
| 1.1203 | 2.43 | |
| -1.7397 | -3.93 | |
| 0.7618 | 2.66 |
Estimation Period:
Dec 27, 2011 to Feb 6, 2026
Dec 27, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Societe Maghrebine de Monetique Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities