V-Lab
V-Lab
US Dollar to Moroccan Dirham AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:6.85% (-0.09%)

Analysis last updated: Tuesday, April 30, 2024 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Moroccan Dirham AGARCH
paramt-stat
ω0.000410.91
α0.032835.63
β0.96601072.09
γ0.00000.00
Estimation Period:
Feb 1, 1995 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts