V-Lab: Moroccan Dirham GJR-GARCH Volatility Analysis

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V-Lab

Moroccan Dirham GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:7.48% (-0.10%)

Analysis last updated: Monday, March 10, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	8.97
$α$	0.0280	14.64
$β$	0.9721	959.64
$γ$	-0.0006	-0.20

Estimation Period:
Jan 3, 1990 to Mar 7, 2025

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