V-Lab: Moroccan Dirham MF2-GARCH Volatility Analysis

V-Lab

Moroccan Dirham MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:0.03% (-1.00%)

Analysis last updated: Friday, September 12, 2025 at 07:11 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
$λ_{1}$	0.1542	1,542,310.00
$λ_{2}$	0.0182	181,910.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 3, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts