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, April 27th, 2026
1 Day
-0.00%
decreased by 3.36%
1 Week
0.01%
decreased by 3.35%
1 Month
0.01%
decreased by 3.35%
Analysis last updated: Friday, April 24, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.1520 | 1,519,660.00 | |
| 0.0251 | 250,970.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 3, 1990 to Apr 24, 2026
Jan 3, 1990 to Apr 24, 2026
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