Moroccan Dirham MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
-0.00%
decreased by 4.11%
1 Week
0.72%
decreased by 3.39%
1 Month
1.05%
decreased by 3.06%
Analysis last updated: Sunday, June 14, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 1.0000 | 9,999,900.00 | |
| 0.2500 | 2,500,100.00 | |
| -0.5000 | -5,000,000.00 | |
| 0.0187 | 4.70 | |
| 1.0000 | 4.33 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Jun 12, 2026
Jan 3, 1990 to Jun 12, 2026
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