V-Lab
V-Lab
Moroccan Dirham GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:9.04% (-0.01%)

Analysis last updated: Thursday, June 1, 2023 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham GARCH
paramt-stat
ω0.00038.35
α0.027527.86
β0.9724951.46
Estimation Period:
Jan 3, 1990 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts