Moroccan Dirham EGARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:5.37% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0041 | 9.19 | |
| 0.0470 | 16.23 | |
| 0.9981 | 4,377.44 | |
| 0.0054 | 1.55 |
Estimation Period:
Jan 3, 1990 to Nov 28, 2025
Jan 3, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other Moroccan Dirham Analyses
Other EGARCH Analyses on Currencies