V-Lab: Moroccan Dirham GJR-GARCH Volatility Analysis

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V-Lab

Moroccan Dirham GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:7.08% (+1.03%)

Analysis last updated: Tuesday, February 4, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	8.87
$α$	0.0276	14.59
$β$	0.9723	964.54
$γ$	-0.0004	-0.12

Estimation Period:
Jan 3, 1990 to Jan 31, 2025

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Volatility Forecasts

Volatility Forecasts