Sanlam Maroc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.06% (+21.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4876 | 13.48 | |
| 0.1836 | 13.31 | |
| 0.7456 | 79.36 | |
| -0.0030 | -0.13 |
Estimation Period:
Nov 22, 2010 to Jan 30, 2026
Nov 22, 2010 to Jan 30, 2026
News Impact Curve
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