Moroccan Dirham AGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:5.59% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.13 | |
| 0.0272 | 28.77 | |
| 0.9723 | 984.15 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Mar 13, 2026
Jan 3, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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