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, December 23rd, 2024:6510.38% (+1162.22%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9337	8.94
$α$	0.1084	262.55
$β$	0.9990	9424.53
$ν$	2	666667.00

Estimation Period:
Jan 3, 1990 to Dec 20, 2024