V-Lab
V-Lab
Moroccan Dirham GARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:9.12% (-0.11%)

Analysis last updated: Wednesday, October 4, 2023 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham GARCH
paramt-stat
ω0.00038.35
α0.027627.91
β0.9723949.55
Estimation Period:
Jan 3, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts