Moroccan Dirham GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.79% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 8.87 | |
| 0.0280 | 15.02 | |
| 0.9726 | 992.46 | |
| -0.0020 | -0.65 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Moroccan Dirham Analyses
Other GJR-GARCH Analyses on Currencies