Moroccan Dirham EGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
5.46%
decreased by 0.05%
1 Week
5.51%
decreased by 0.00%
1 Month
5.69%
increased by 0.18%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 9.44 | |
| 0.0466 | 16.37 | |
| 0.9982 | 4,436.31 | |
| 0.0056 | 1.62 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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