V-Lab
V-Lab
Moroccan Dirham GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:10.43% (-0.07%)

Analysis last updated: Friday, November 25, 2022, 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham GARCH
paramt-stat
ω0.00038.00
α0.027627.69
β0.9724941.30
Estimation Period:
Jan 3, 1990 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts