Moroccan Dirham EGARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:5.94% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 9.33 | |
| 0.0470 | 16.32 | |
| 0.9981 | 4,436.04 | |
| 0.0053 | 1.53 |
Estimation Period:
Jan 3, 1990 to Feb 27, 2026
Jan 3, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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