V-Lab: Moroccan Dirham GJR-GARCH Volatility Analysis

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Moroccan Dirham GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:5.11% (-0.06%)

Analysis last updated: Monday, October 13, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	8.87
$α$	0.0280	14.88
$β$	0.9726	989.42
$γ$	-0.0019	-0.62

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

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