Moroccan Dirham GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:5.14% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 8.87 | |
| 0.0280 | 14.88 | |
| 0.9726 | 989.42 | |
| -0.0019 | -0.62 |
Estimation Period:
Jan 3, 1990 to Oct 10, 2025
Jan 3, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Moroccan Dirham Analyses
Other GJR-GARCH Analyses on Currencies