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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0003	2.32**
αARCH	0.0250	5.47***
βGARCH	0.9712	251.94***
γleverage	-0.0182	-0.35
δpower	2.2016	9.00***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0003	2.32**
α ARCH Response to squared shocks	0.0250	5.47***
β GARCH Volatility persistence	0.9712	251.94***
γ leverage Additional response to negative shocks	-0.0182	-0.35
δ power Transformation power	2.2016	9.00***

V-Lab

Moroccan Dirham APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moroccan Dirham Analyses