Moroccan Dirham APARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:4.17% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 8.89 | |
| 0.0249 | 21.69 | |
| 0.9713 | 1,003.41 | |
| -0.0169 | -1.29 | |
| 2.2080 | 36.02 |
Estimation Period:
Jan 3, 1990 to Jan 2, 2026
Jan 3, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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