Moroccan Dirham GARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
4.74%
decreased by 0.02%
1 Week
4.75%
decreased by 0.01%
1 Month
4.80%
increased by 0.04%
Analysis last updated: Wednesday, May 6, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.10 | |
| 0.0272 | 28.81 | |
| 0.9724 | 984.18 |
Estimation Period:
Jan 3, 1990 to May 1, 2026
Jan 3, 1990 to May 1, 2026
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