Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.59% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8100 | 3.61 | |
| 0.0351 | 6.50 | |
| 0.9473 | 124.25 | |
| -0.0269 | -0.71 | |
| 0.0714 | 1.33 | |
| -0.0846 | -3.03 | |
| 0.0827 | 3.67 | |
| -0.0926 | -4.29 | |
| 0.0801 | 3.99 | |
| -0.0311 | -1.51 | |
| 0.0124 | 0.61 | |
| -0.0229 | -1.69 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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