V-Lab: Moroccan Dirham AGARCH Volatility Analysis

V-Lab

Moroccan Dirham AGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:5.23% (-0.06%)

Analysis last updated: Friday, July 11, 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	28.52
$β$	0.9723	974.22
$γ$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

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Volatility Forecasts