V-Lab: Moroccan Dirham MF2-GARCH Volatility Analysis

V-Lab

Moroccan Dirham MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:0.08% (-0.89%)

Analysis last updated: Sunday, June 15, 2025 at 03:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.9938	9,938,390.00
$β$	0.0066	66,170.00
$γ$	-0.0009	-9,110.00
$λ_{1}$	0.0040	39,790.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9929	9,929,270.00

Estimation Period:
Jan 3, 1990 to Jun 13, 2025

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Volatility Forecasts

Volatility Forecasts