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	param	t-stat
$ω$	1.6822	3.55
$α$	0.0344	6.12
$β$	0.9447	108.97
$γ_{1}$	-0.0352	-0.98
$γ_{2}$	0.0855	1.71
$γ_{3}$	-0.0973	-3.85
$γ_{4}$	0.0970	4.72
$γ_{5}$	-0.1074	-5.48
$γ_{6}$	0.0953	5.25
$γ_{7}$	-0.0506	-2.69
$γ_{8}$	0.0512	2.45
$γ_{9}$	-0.1253	-4.05

V-Lab

Moroccan Dirham Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:4.36% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Moroccan Dirham Analyses