Societe Maghrebine de Monetique Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.78% (-6.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8160 | 3.27 | |
| 0.1396 | 4.71 | |
| 0.6562 | 8.15 | |
| -0.1445 | -0.73 | |
| 0.2811 | 1.04 | |
| -0.4809 | -2.98 | |
| 0.8646 | 6.03 | |
| -1.0554 | -5.76 |
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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