V-Lab: Moroccan Dirham GJR-GARCH Volatility Analysis

V-Lab

Moroccan Dirham GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:5.96% (-0.08%)

Analysis last updated: Friday, May 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	8.94
$α$	0.0280	14.73
$β$	0.9724	976.30
$γ$	-0.0013	-0.43

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

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Volatility Forecasts

Volatility Forecasts