Moroccan Dirham GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:5.55% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 8.97 | |
| 0.0280 | 15.03 | |
| 0.9726 | 992.42 | |
| -0.0020 | -0.64 |
Estimation Period:
Jan 3, 1990 to Mar 14, 2026
Jan 3, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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