V-Lab
V-Lab

Moroccan Dirham Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:7.21% (-0.01%)

Analysis last updated: Wednesday, March 27, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham SGARCH
paramt-stat
ω1.48782.88
α0.03525.85
β0.942699.95
γ1-0.0850-1.45
γ20.16672.06
γ3-0.1292-2.95
γ40.05491.58
γ50.02911.08
γ6-0.1116-4.76
γ70.13745.64
γ8-0.0942-3.34
γ90.08152.51
γ10-0.0781-2.02
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts