US Dollar to Moroccan Dirham GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:4.77% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 11.33 | |
| 0.0330 | 17.74 | |
| 0.9677 | 1,139.76 | |
| -0.0042 | -1.30 |
Estimation Period:
Feb 1, 1995 to Feb 20, 2026
Feb 1, 1995 to Feb 20, 2026
News Impact Curve
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