Moroccan Dirham GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:4.05% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 8.84 | |
| 0.0272 | 28.69 | |
| 0.9724 | 983.22 |
Estimation Period:
Jan 3, 1990 to Jan 16, 2026
Jan 3, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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