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V-Lab
Moroccan Dirham GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:4.43% (-0.06%)
Analysis last updated: Sunday, December 7, 2025 at 01:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham GARCH
paramt-stat
ω0.00038.97
α0.027228.64
β0.9724981.22
Estimation Period:
Jan 3, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts