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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0003	2.27**
αARCH	0.0278	7.19***
βGARCH	0.9719	240.62***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0003	2.27**
α ARCH Response to squared shocks	0.0278	7.19***
β GARCH Volatility persistence	0.9719	240.62***

V-Lab

Moroccan Dirham GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moroccan Dirham Analyses