Taqa Morocco SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.26% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2422 | 10.03 | |
| 0.1275 | 7.15 | |
| 0.7907 | 92.58 | |
| 0.0034 | 0.08 |
Estimation Period:
Dec 30, 2013 to Feb 13, 2026
Dec 30, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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