V-Lab
V-Lab
Moroccan Dirham GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:7.60% (-0.09%)

Analysis last updated: Wednesday, April 17, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham GJR-GARCH
paramt-stat
ω0.00038.59
α0.028014.44
β0.9718936.23
γ0.00010.02
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts