Moroccan Dirham GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:4.95% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.03 | |
| 0.0272 | 28.68 | |
| 0.9724 | 982.22 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Moroccan Dirham Analyses
Other GARCH Analyses on Currencies