Moroccan Dirham GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
4.34%
decreased by 0.03%
1 Week
4.36%
decreased by 0.01%
1 Month
4.41%
increased by 0.04%
Analysis last updated: Friday, June 5, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.03 | |
| 0.0272 | 28.80 | |
| 0.9723 | 983.16 |
Estimation Period:
Jan 3, 1990 to Jun 5, 2026
Jan 3, 1990 to Jun 5, 2026
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