V-Lab: Moroccan Dirham MF2-GARCH Volatility Analysis

V-Lab

Moroccan Dirham MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:7.91% (+4.27%)

Analysis last updated: Sunday, July 13, 2025 at 01:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0151	1.16
$λ_{2}$	0.9968	10.48
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts