V-Lab
V-Lab
Moroccan Dirham AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:9.15% (-0.08%)

Analysis last updated: Wednesday, October 4, 2023 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham AGARCH
paramt-stat
ω0.00038.35
α0.027627.96
β0.9723952.34
γ0.00000.00
Estimation Period:
Jan 3, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts