V-Lab: Moroccan Dirham APARCH Volatility Analysis

V-Lab

Moroccan Dirham APARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:5.23% (-0.06%)

Analysis last updated: Friday, July 11, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	9.14
$α$	0.0252	21.72
$β$	0.9711	986.88
$γ$	-0.0109	-0.83
$δ$	2.2043	35.97

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts