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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0003	2.23**
αARCH	0.0285	3.82***
βGARCH	0.9725	248.33***
γleverage	-0.0027	-0.23

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0003	2.23**
α ARCH Response to squared shocks	0.0285	3.82***
β GARCH Volatility persistence	0.9725	248.33***
γ leverage Additional response to negative shocks	-0.0027	-0.23

V-Lab

Moroccan Dirham GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moroccan Dirham Analyses