V-Lab: Moroccan Dirham GJR-GARCH Volatility Analysis

V-Lab

Moroccan Dirham GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:5.82% (-0.05%)

Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	8.94
$α$	0.0279	14.74
$β$	0.9724	980.29
$γ$	-0.0013	-0.43

Estimation Period:
Jan 3, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts