V-Lab
V-Lab
Moroccan Dirham EGARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:11.05% (+0.08%)

Analysis last updated: Friday, September 22, 2023 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham EGARCH
paramt-stat
ω0.004910.78
α0.045716.22
β0.99854665.73
γ0.00581.69
Estimation Period:
Jan 3, 1990 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts