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

V-Lab

| |

V-Lab

Moroccan Dirham GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, December 4th, 2024:4720.70% (-781.97%)

Analysis last updated: Tuesday, December 3, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4686	0.19
$α$	0.1085	16.43
$β$	0.9990	187.36
$ν$	2	1895.74

Estimation Period:
Jan 3, 1990 to Dec 1, 2024