V-Lab: Moroccan Dirham MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Moroccan Dirham MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:0.01% (-5.02%)

Analysis last updated: Thursday, December 4, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	1.0000	9,999,890.00
$β$	0.0000	100.00
$γ$	0.0000	20.00
$λ_{1}$	0.1534	1,533,570.00
$λ_{2}$	0.0205	205,270.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 3, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts