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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0003	2.31**
αARCH	0.0253	5.47***
βGARCH	0.9710	249.61***
γleverage	-0.0229	-0.44
δpower	2.2019	9.00***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0003	2.31**
α ARCH Response to squared shocks	0.0253	5.47***
β GARCH Volatility persistence	0.9710	249.61***
γ leverage Additional response to negative shocks	-0.0229	-0.44
δ power Transformation power	2.2019	9.00***

V-Lab

Moroccan Dirham APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moroccan Dirham Analyses