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

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Moroccan Dirham GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:9,497.13% (-1,431.37%)

Analysis last updated: Monday, October 13, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0266	3.26
$α$	0.1042	130.25
$β$	0.9990	3,517.61
$ν$	2.0000	66,666.67

Estimation Period:
Jan 3, 1990 to Oct 13, 2025