Stokvis Nord Afrique STE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.35% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5388 | 21.29 | |
| 0.1461 | 16.11 | |
| 0.7483 | 100.14 | |
| 0.0451 | 2.79 |
Estimation Period:
Dec 6, 2007 to Feb 20, 2026
Dec 6, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Stokvis Nord Afrique STE Analyses
Other GJR-GARCH Analyses on International Equities