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	param	t-stat
$ω$	1.6801	3.54
$α$	0.0344	6.11
$β$	0.9446	108.83
$γ_{1}$	-0.0355	-0.99
$γ_{2}$	0.0863	1.71
$γ_{3}$	-0.0981	-3.86
$γ_{4}$	0.0977	4.73
$γ_{5}$	-0.1079	-5.47
$γ_{6}$	0.0954	5.23
$γ_{7}$	-0.0508	-2.68
$γ_{8}$	0.0520	2.46
$γ_{9}$	-0.1243	-3.99

V-Lab

Moroccan Dirham Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:4.71% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Moroccan Dirham Analyses