Moroccan Dirham GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:4.70% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.00 | |
| 0.0272 | 28.71 | |
| 0.9724 | 985.23 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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