V-Lab: Moroccan Dirham GARCH Volatility Analysis

V-Lab

Moroccan Dirham GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:5.03% (-0.07%)

Analysis last updated: Monday, July 14, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	9.03
$α$	0.0274	28.49
$β$	0.9723	970.33

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts