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

V-Lab

Moroccan Dirham GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:5,332.19% (-848.75%)

Analysis last updated: Friday, May 30, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7907	12.53
$α$	0.1046	256.48
$β$	0.9990	12,974.03
$ν$	2.0000	666,666.67

Estimation Period:
Jan 3, 1990 to May 30, 2025