Moroccan Dirham APARCH Volatility Analysis
Volatility prediction for Wednesday, April 8th, 2026
1 Day
5.54%
decreased by 0.07%
1 Week
5.55%
decreased by 0.06%
1 Month
5.56%
decreased by 0.05%
Analysis last updated: Tuesday, April 7, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.21 | |
| 0.0250 | 21.83 | |
| 0.9712 | 1,001.24 | |
| -0.0155 | -1.19 | |
| 2.2037 | 36.01 |
Estimation Period:
Jan 3, 1990 to Apr 3, 2026
Jan 3, 1990 to Apr 3, 2026
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