V-Lab: Moroccan Dirham GJR-GARCH Volatility Analysis

V-Lab

Moroccan Dirham GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:5.34% (-0.06%)

Analysis last updated: Wednesday, June 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	8.94
$α$	0.0280	14.74
$β$	0.9724	975.32
$γ$	-0.0014	-0.46

Estimation Period:
Jan 3, 1990 to Jun 13, 2025

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Volatility Forecasts

Volatility Forecasts