V-Lab
V-Lab
Moroccan Dirham AGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:5.81% (+0.26%)
Analysis last updated: Tuesday, September 16, 2025 at 07:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham AGARCH
paramt-stat
ω0.00039.06
α0.027228.64
β0.9724983.22
γ0.00000.00
Estimation Period:
Jan 3, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts