V-Lab: Moroccan Dirham APARCH Volatility Analysis

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V-Lab

Moroccan Dirham APARCH Volatility Analysis

Volatility Prediction for Wednesday, October 4th, 2023:9.08% (+0.02%)

Analysis last updated: Tuesday, October 3, 2023 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	8.57
$α$	0.0254	21.50
$β$	0.9708	941.58
$γ$	0.0022	0.17
$δ$	2.2240	35.99

Estimation Period:
Jan 3, 1990 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts