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Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:5.10% (-0.03%)
Analysis last updated: Tuesday, February 17, 2026 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham S0GARCH
paramt-stat
ω1.81633.62
α0.03516.52
β0.9474125.14
γ1-0.0267-0.71
γ20.07121.33
γ3-0.0846-3.03
γ40.08293.68
γ5-0.0930-4.31
γ60.08044.01
γ7-0.0311-1.51
γ80.01180.58
γ9-0.0221-1.62
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts