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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0002	1.63
αARCH	0.0265	7.35***
βGARCH	0.9731	258.60***
γleverage	-0.0340	-0.80

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0002	1.63
α ARCH Response to squared shocks	0.0265	7.35***
β GARCH Volatility persistence	0.9731	258.60***
γ leverage Additional response to negative shocks	-0.0340	-0.80

V-Lab

Moroccan Dirham AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moroccan Dirham Analyses