Moroccan Dirham GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
3,007.73%
decreased by 489.55%
1 Week
3,004.72%
decreased by 492.56%
1 Month
2,992.75%
decreased by 504.53%
Analysis last updated: Monday, July 20, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 3, 1990 to Jul 17, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3041 | 1.49 |
α ARCH Response to squared shocks | 0.1037 | 102.31*** |
β GARCH Volatility persistence | 0.9990 | 1,493.27*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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