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	param	t-stat
$ω$	0.0003	8.61
$α$	0.0281	15.06
$β$	0.9726	994.53
$γ$	-0.0022	-0.73

V-Lab

Moroccan Dirham GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 26th, 2026:4.42% (+0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Moroccan Dirham Analyses