V-Lab: Moroccan Dirham MF2-GARCH Volatility Analysis

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V-Lab

Moroccan Dirham MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:8.72% (+7.11%)

Analysis last updated: Wednesday, May 1, 2024 at 07:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0304	44.86
$λ_{2}$	0.1367	345.99
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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