Moroccan Dirham APARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:4.70% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.07 | |
| 0.0250 | 21.69 | |
| 0.9712 | 996.08 | |
| -0.0130 | -0.99 | |
| 2.2091 | 36.05 |
Estimation Period:
Jan 3, 1990 to Oct 31, 2025
Jan 3, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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