Moroccan Dirham APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.87% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.11 | |
| 0.0249 | 21.71 | |
| 0.9713 | 1,002.33 | |
| -0.0144 | -1.10 | |
| 2.2074 | 36.03 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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