V-Lab: Moroccan Dirham GJR-GARCH Volatility Analysis

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V-Lab

Moroccan Dirham GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:9.03% (-0.02%)

Analysis last updated: Thursday, June 1, 2023 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	8.29
$α$	0.0278	14.43
$β$	0.9725	954.33
$γ$	-0.0006	-0.18

Estimation Period:
Jan 3, 1990 to May 27, 2023

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