V-Lab
Moroccan Dirham GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 19th, 2026
1 Day
9,570.31%
increased by 169.10%
1 Week
9,560.75%
increased by 159.54%
1 Month
9,522.65%
increased by 121.44%
Analysis last updated: Tuesday, August 18, 2026 at 07:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 3, 1990 to Aug 18, 2026Boundary Parameters
Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.6852 | 2.66*** |
α ARCH Response to squared shocks | 0.1037 | 265.14*** |
β GARCH Volatility persistence | 0.9990 | 2,628.95*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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