US Dollar to Moroccan Dirham EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
4.24%
increased by 0.08%
1 Week
4.28%
increased by 0.12%
1 Month
4.44%
increased by 0.28%
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 | |
|---|---|---|
| 0.0029 | 5.36 | |
| 0.0743 | 34.45 | |
| 0.9976 | 3,524.96 | |
| 0.0056 | 2.71 |
Estimation Period:
Feb 1, 1995 to Jun 5, 2026
Feb 1, 1995 to Jun 5, 2026
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