Moroccan Dirham APARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
4.75%
decreased by 0.05%
1 Week
4.76%
decreased by 0.04%
1 Month
4.79%
decreased by 0.01%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.14 | |
| 0.0249 | 21.81 | |
| 0.9713 | 1,007.58 | |
| -0.0174 | -1.33 | |
| 2.2052 | 36.01 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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