Moroccan Dirham AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:4.45% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 8.97 | |
| 0.0272 | 28.71 | |
| 0.9724 | 987.25 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Dec 19, 2025
Jan 3, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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