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Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.59% (-0.07%)
Analysis last updated: Friday, February 6, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham S0GARCH
paramt-stat
ω1.81003.61
α0.03516.50
β0.9473124.25
γ1-0.0269-0.71
γ20.07141.33
γ3-0.0846-3.03
γ40.08273.67
γ5-0.0926-4.29
γ60.08013.99
γ7-0.0311-1.51
γ80.01240.61
γ9-0.0229-1.69
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts