Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:5.10% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8163 | 3.62 | |
| 0.0351 | 6.52 | |
| 0.9474 | 125.14 | |
| -0.0267 | -0.71 | |
| 0.0712 | 1.33 | |
| -0.0846 | -3.03 | |
| 0.0829 | 3.68 | |
| -0.0930 | -4.31 | |
| 0.0804 | 4.01 | |
| -0.0311 | -1.51 | |
| 0.0118 | 0.58 | |
| -0.0221 | -1.62 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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