V-Lab: Moroccan Dirham GARCH Volatility Analysis

V-Lab

Moroccan Dirham GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:6.01% (-0.06%)

Analysis last updated: Monday, May 19, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	9.03
$α$	0.0274	28.48
$β$	0.9723	970.32

Estimation Period:
Jan 3, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts