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Stokvis Nord Afrique STE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.52% (-2.78%)
Analysis last updated: Wednesday, February 11, 2026 at 11:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stokvis Nord Afrique STE S0GARCH
paramt-stat
ω1.17605.22
α0.21599.68
β0.579913.72
γ10.51531.83
γ2-0.5205-1.24
γ3-0.2682-1.00
γ40.75352.96
γ5-0.9807-4.00
γ60.91144.22
γ7-0.7555-3.64
γ80.48972.06
γ9-0.0582-0.28
γ10-0.1768-1.29
Estimation Period:
Dec 6, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts