Moroccan Dirham EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.24% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 9.27 | |
| 0.0472 | 16.32 | |
| 0.9981 | 4,416.28 | |
| 0.0052 | 1.50 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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