V-Lab
V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:6.34% (+0.50%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham S0GARCH
paramt-stat
ω1.58533.07
α0.03506.01
β0.9441106.05
γ1-0.0628-1.15
γ20.12961.70
γ3-0.1079-2.56
γ40.05351.55
γ50.00950.34
γ6-0.0823-3.45
γ70.11484.79
γ8-0.0767-3.12
γ90.05732.31
γ10-0.0600-3.39
Estimation Period:
Jan 3, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts