V-Lab: Moroccan Dirham EGARCH Volatility Analysis

V-Lab

Moroccan Dirham EGARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:5.87% (-0.04%)

Analysis last updated: Tuesday, July 1, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0041	8.95
$α$	0.0478	16.17
$β$	0.9979	4,376.82
$γ$	0.0048	1.35

Estimation Period:
Jan 3, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts