Sanlam Maroc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.52% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4881 | 13.47 | |
| 0.1821 | 29.61 | |
| 0.7455 | 79.23 |
Estimation Period:
Nov 22, 2010 to Jan 30, 2026
Nov 22, 2010 to Jan 30, 2026
News Impact Curve
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