Moroccan Dirham AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
4.59%
increased by 0.33%
1 Week
4.61%
increased by 0.35%
1 Month
4.66%
increased by 0.40%
Analysis last updated: Thursday, June 11, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.03 | |
| 0.0272 | 28.86 | |
| 0.9723 | 986.15 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Jun 5, 2026
Jan 3, 1990 to Jun 5, 2026
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