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

Skip to main content

V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 30th, 2025:5.02% (-0.04%)

Analysis last updated: Wednesday, October 29, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7921	3.60
$α$	0.0352	6.41
$β$	0.9464	119.70
$γ_{1}$	-0.0285	-0.75
$γ_{2}$	0.0749	1.38
$γ_{3}$	-0.0883	-3.13
$γ_{4}$	0.0860	3.71
$γ_{5}$	-0.0942	-4.25
$γ_{6}$	0.0793	3.88
$γ_{7}$	-0.0317	-1.49
$γ_{8}$	0.0191	0.92
$γ_{9}$	-0.0314	-2.25

Estimation Period:
Jan 3, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts