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Moroccan Dirham AGARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:5.04% (+0.12%)
Analysis last updated: Thursday, October 23, 2025 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham AGARCH
paramt-stat
ω0.00039.03
α0.027228.63
β0.9724982.21
γ0.00000.00
Estimation Period:
Jan 3, 1990 to Oct 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts