Moroccan Dirham GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:5.40% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.13 | |
| 0.0272 | 28.73 | |
| 0.9724 | 982.17 |
Estimation Period:
Jan 3, 1990 to Mar 14, 2026
Jan 3, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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