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 Monday, November 24th, 2025:7,685.36% (+801.05%)

Analysis last updated: Friday, November 21, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9566	5.31
$α$	0.1054	160.63
$β$	0.9990	5,842.11
$ν$	2.0000	125,000.00

Estimation Period:
Jan 3, 1990 to Nov 21, 2025