V-Lab: Moroccan Dirham EGARCH Volatility Analysis

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V-Lab

Moroccan Dirham EGARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:9.16% (+0.01%)

Analysis last updated: Sunday, January 29, 2023, 01:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0050	10.74
$α$	0.0460	16.23
$β$	0.9985	4644.18
$γ$	0.0057	1.64

Estimation Period:
Jan 3, 1990 to Jan 28, 2023

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Volatility Forecasts