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	param	t-stat
$ω$	1.8207	3.63
$α$	0.0350	6.52
$β$	0.9474	125.21
$γ_{1}$	-0.0259	-0.69
$γ_{2}$	0.0696	1.31
$γ_{3}$	-0.0832	-3.01
$γ_{4}$	0.0818	3.67
$γ_{5}$	-0.0924	-4.33
$γ_{6}$	0.0805	4.05
$γ_{7}$	-0.0311	-1.53
$γ_{8}$	0.0111	0.55
$γ_{9}$	-0.0215	-1.60

V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:6.03% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Moroccan Dirham Analyses