V-Lab: Moroccan Dirham AGARCH Volatility Analysis

V-Lab

Moroccan Dirham AGARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:5.88% (+0.03%)

Analysis last updated: Tuesday, July 1, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	9.03
$α$	0.0274	28.54
$β$	0.9723	976.20
$γ$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts