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

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Moroccan Dirham GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:5,857.23% (-736.30%)

Analysis last updated: Friday, November 28, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8966	2.19
$α$	0.1052	79.83
$β$	0.9990	2,361.70
$ν$	2.0000	45,454.55

Estimation Period:
Jan 3, 1990 to Nov 28, 2025