V-Lab: Moroccan Dirham EGARCH Volatility Analysis

V-Lab

Moroccan Dirham EGARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:5.59% (-0.07%)

Analysis last updated: Wednesday, June 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0041	8.96
$α$	0.0478	16.16
$β$	0.9979	4,376.82
$γ$	0.0048	1.35

Estimation Period:
Jan 3, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts