V-Lab: Moroccan Dirham GAS-GARCH Student T Volatility Analysis

V-Lab

Moroccan Dirham GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:2,818.55% (-475.68%)

Analysis last updated: Friday, May 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9395	15.25
$α$	0.1068	494.34
$β$	0.9990	14,691.18
$ν$	2.0000	20,000,000.00

Estimation Period:
Jan 3, 1990 to May 9, 2025