Moroccan Dirham GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
5.61%
decreased by 0.06%
1 Week
5.62%
decreased by 0.05%
1 Month
5.66%
decreased by 0.01%
Analysis last updated: Friday, April 17, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.13 | |
| 0.0272 | 28.80 | |
| 0.9724 | 984.18 |
Estimation Period:
Jan 3, 1990 to Apr 17, 2026
Jan 3, 1990 to Apr 17, 2026
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