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Societe Maghrebine de Monetique Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.05% (+6.21%)
Analysis last updated: Wednesday, February 11, 2026 at 11:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Societe Maghrebine de Monetique S0GARCH
paramt-stat
ω1.05843.15
α0.14035.20
β0.63138.43
γ10.63561.31
γ2-0.9487-1.34
γ30.34760.50
γ40.22160.31
γ5-0.8027-1.48
γ60.46591.04
γ71.12032.43
γ8-1.7397-3.93
γ90.76182.66
Estimation Period:
Dec 27, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts