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 6th, 2026
1 Day
0.05%
decreased by 2.37%
1 Week
0.05%
decreased by 2.37%
1 Month
0.04%
decreased by 2.38%
Analysis last updated: Friday, April 3, 2026 at 09:01 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 | 10.00 | |
| 0.1530 | 1,529,720.00 | |
| 0.0205 | 205,270.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 3, 1990 to Apr 3, 2026
Jan 3, 1990 to Apr 3, 2026
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