Sothema Societe de Therapeutique Marocaine GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.59% (+3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1796 | 12.90 | |
| 0.1284 | 11.69 | |
| 0.8480 | 136.18 | |
| -0.0016 | -0.08 |
Estimation Period:
Feb 21, 2005 to Feb 6, 2026
Feb 21, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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