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 Friday, October 31st, 2025:4,594.62% (+24.51%)

Analysis last updated: Thursday, October 30, 2025 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9374	14.59
$α$	0.1055	458.76
$β$	0.9990	14,070.42
$ν$	2.0000	2,000,000.00

Estimation Period:
Jan 3, 1990 to Oct 30, 2025