V-Lab: Moroccan Dirham GJR-GARCH Volatility Analysis

V-Lab

Moroccan Dirham GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:6.15% (+0.10%)

Analysis last updated: Friday, August 29, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	8.94
$α$	0.0280	14.80
$β$	0.9726	987.36
$γ$	-0.0017	-0.55

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

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Volatility Forecasts

Volatility Forecasts