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{name} Model Equation

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Param	Value	t-stat
ωconst	1.3481	0.70
αARCH	0.1034	18.32***
βGARCH	0.9990	690.39***
νDF	2.0000

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3481	0.70
α ARCH Response to squared shocks	0.1034	18.32***
β GARCH Volatility persistence	0.9990	690.39***
ν DF Student-t tail thickness	2.0000

V-Lab

Moroccan Dirham GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moroccan Dirham Analyses