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

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V-Lab

Moroccan Dirham GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:16984.66% (+2767.49%)

Analysis last updated: Friday, September 22, 2023 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7751	5.10
$α$	0.1114	414.12
$β$	0.9990	5020.10
$ν$	2	666666.67

Estimation Period:
Jan 3, 1990 to Sep 22, 2023