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Stokvis Nord Afrique STE Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.64% (-0.44%)
Analysis last updated: Thursday, February 12, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stokvis Nord Afrique STE SGARCH
paramt-stat
ω1.18095.22
α0.21529.67
β0.582013.77
γ10.52141.84
γ2-0.5259-1.25
γ3-0.2749-1.02
γ40.76823.00
γ5-0.9991-4.05
γ60.93264.30
γ7-0.7819-3.73
γ80.52632.15
γ9-0.1176-0.48
γ10-0.0461-0.12
Estimation Period:
Dec 6, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts