Stokvis Nord Afrique STE Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.64% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1809 | 5.22 | |
| 0.2152 | 9.67 | |
| 0.5820 | 13.77 | |
| 0.5214 | 1.84 | |
| -0.5259 | -1.25 | |
| -0.2749 | -1.02 | |
| 0.7682 | 3.00 | |
| -0.9991 | -4.05 | |
| 0.9326 | 4.30 | |
| -0.7819 | -3.73 | |
| 0.5263 | 2.15 | |
| -0.1176 | -0.48 | |
| -0.0461 | -0.12 |
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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