Moroccan Dirham EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
5.49%
decreased by 0.08%
1 Week
5.54%
decreased by 0.03%
1 Month
5.72%
increased by 0.15%
Analysis last updated: Monday, May 4, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 9.43 | |
| 0.0467 | 16.37 | |
| 0.9982 | 4,436.25 | |
| 0.0055 | 1.60 |
Estimation Period:
Jan 3, 1990 to May 1, 2026
Jan 3, 1990 to May 1, 2026
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