Moroccan Dirham APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
4.26%
increased by 0.01%
1 Week
4.27%
increased by 0.02%
1 Month
4.31%
increased by 0.06%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.07 | |
| 0.0249 | 21.77 | |
| 0.9713 | 1,005.44 | |
| -0.0187 | -1.43 | |
| 2.2068 | 36.00 |
Estimation Period:
Jan 3, 1990 to Jun 5, 2026
Jan 3, 1990 to Jun 5, 2026
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