V-Lab
V-Lab
Moroccan Dirham AGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:8.37% (+0.47%)

Analysis last updated: Friday, January 27, 2023, 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham AGARCH
paramt-stat
ω0.00038.28
α0.027727.65
β0.9722936.56
γ0.00000.00
Estimation Period:
Jan 3, 1990 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts