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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0042	2.40**
αARCH	0.0465	4.11***
βGARCH	0.9982	1,119.09***
γleverage	0.0057	0.41

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0042	2.40**
α ARCH Response to squared shocks	0.0465	4.11***
β GARCH Volatility persistence	0.9982	1,119.09***
γ leverage Additional response to negative shocks	0.0057	0.41

V-Lab

Moroccan Dirham EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moroccan Dirham Analyses