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 Friday, October 4th, 2024:4859.45% (-827.47%)

Analysis last updated: Thursday, October 3, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6807	14.77
$α$	0.1089	469.27
$β$	0.9990	14271.43
$ν$	2	20000010.00

Estimation Period:
Jan 3, 1990 to Sep 27, 2024