V-Lab: Moroccan Dirham APARCH Volatility Analysis

V-Lab

Moroccan Dirham APARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:5.35% (-0.06%)

Analysis last updated: Wednesday, June 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	9.14
$α$	0.0252	21.73
$β$	0.9710	982.81
$γ$	-0.0088	-0.67
$δ$	2.2051	36.00

Estimation Period:
Jan 3, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts