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

V-Lab

Moroccan Dirham GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:5,388.46% (+845.78%)

Analysis last updated: Friday, August 29, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9538	5.25
$α$	0.1055	132.66
$β$	0.9990	5,774.57
$ν$	2.0000	400,000.20

Estimation Period:
Jan 3, 1990 to Aug 29, 2025