Moroccan Dirham GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:4.81% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 8.84 | |
| 0.0280 | 14.91 | |
| 0.9726 | 987.37 | |
| -0.0018 | -0.60 |
Estimation Period:
Jan 3, 1990 to Oct 31, 2025
Jan 3, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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