Stokvis Nord Afrique STE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.52% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1760 | 5.22 | |
| 0.2159 | 9.68 | |
| 0.5799 | 13.72 | |
| 0.5153 | 1.83 | |
| -0.5205 | -1.24 | |
| -0.2682 | -1.00 | |
| 0.7535 | 2.96 | |
| -0.9807 | -4.00 | |
| 0.9114 | 4.22 | |
| -0.7555 | -3.64 | |
| 0.4897 | 2.06 | |
| -0.0582 | -0.28 | |
| -0.1768 | -1.29 |
Estimation Period:
Dec 6, 2007 to Feb 6, 2026
Dec 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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