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 Wednesday, February 5th, 2025:15703.31% (+2846.82%)

Analysis last updated: Tuesday, February 4, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7019	2.65
$α$	0.1069	113.52
$β$	0.9990	2854.29
$ν$	2	50000.00

Estimation Period:
Jan 3, 1990 to Feb 4, 2025