V-Lab: Moroccan Dirham MF2-GARCH Volatility Analysis

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Moroccan Dirham MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:4.88% (-3.85%)

Analysis last updated: Friday, January 27, 2023, 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	1.0000	9999900.00
$β$	0.2500	2500100.00
$γ$	-0.5000	-5000000.00
$λ_{1}$	0.0215	5.11
$λ_{2}$	1.0000	4.44
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Jan 27, 2023

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