Moroccan Dirham GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.90% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.03 | |
| 0.0272 | 28.69 | |
| 0.9724 | 982.21 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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