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Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:6.03% (+0.26%)
Analysis last updated: Tuesday, March 10, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham S0GARCH
paramt-stat
ω1.81993.63
α0.03516.51
β0.9474124.95
γ1-0.0261-0.70
γ20.07001.31
γ3-0.0836-3.02
γ40.08213.67
γ5-0.0925-4.32
γ60.08044.03
γ7-0.0311-1.52
γ80.01150.57
γ9-0.0219-1.62
Estimation Period:
Jan 3, 1990 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts