Moroccan Dirham GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:4.86% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 8.84 | |
| 0.0280 | 14.94 | |
| 0.9726 | 990.43 | |
| -0.0019 | -0.63 |
Estimation Period:
Jan 3, 1990 to Nov 21, 2025
Jan 3, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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