V-Lab: Moroccan Dirham GJR-GARCH Volatility Analysis

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V-Lab

Moroccan Dirham GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:7.88% (-0.05%)

Analysis last updated: Sunday, January 29, 2023, 01:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	8.25
$α$	0.0280	14.39
$β$	0.9722	936.63
$γ$	-0.0007	-0.21

Estimation Period:
Jan 3, 1990 to Jan 28, 2023

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