V-Lab: Moroccan Dirham GJR-GARCH Volatility Analysis

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Moroccan Dirham GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:4.78% (-0.06%)

Analysis last updated: Friday, December 12, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	8.84
$α$	0.0279	14.97
$β$	0.9727	994.54
$γ$	-0.0020	-0.65

Estimation Period:
Jan 3, 1990 to Dec 12, 2025

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