V-Lab
V-Lab
US Dollar to Moroccan Dirham GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:7.36% (-0.09%)

Analysis last updated: Monday, April 15, 2024 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Moroccan Dirham GARCH
paramt-stat
ω0.000410.91
α0.032935.53
β0.96591066.09
Estimation Period:
Feb 1, 1995 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts