V-Lab: Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

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Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:5.41% (-0.06%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7963	3.60
$α$	0.0352	6.42
$β$	0.9465	120.13
$γ_{1}$	-0.0282	-0.74
$γ_{2}$	0.0742	1.37
$γ_{3}$	-0.0877	-3.12
$γ_{4}$	0.0855	3.71
$γ_{5}$	-0.0940	-4.27
$γ_{6}$	0.0795	3.91
$γ_{7}$	-0.0318	-1.50
$γ_{8}$	0.0182	0.88
$γ_{9}$	-0.0303	-2.18

Estimation Period:
Jan 3, 1990 to Nov 7, 2025

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