V-Lab
V-Lab
Moroccan Dirham GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:7.63% (+0.03%)

Analysis last updated: Thursday, April 18, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham GARCH
paramt-stat
ω0.00038.59
α0.028027.92
β0.9718937.14
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts