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 Monday, November 24th, 2025:5.40% (+0.04%)

Analysis last updated: Friday, November 21, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7988	3.61
$α$	0.0352	6.43
$β$	0.9466	120.68
$γ_{1}$	-0.0278	-0.73
$γ_{2}$	0.0735	1.37
$γ_{3}$	-0.0870	-3.11
$γ_{4}$	0.0850	3.71
$γ_{5}$	-0.0939	-4.28
$γ_{6}$	0.0798	3.95
$γ_{7}$	-0.0319	-1.52
$γ_{8}$	0.0175	0.85
$γ_{9}$	-0.0294	-2.12

Estimation Period:
Jan 3, 1990 to Nov 21, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts