Moroccan Dirham GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:4.76% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 8.84 | |
| 0.0279 | 15.02 | |
| 0.9726 | 995.54 | |
| -0.0020 | -0.65 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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