V-Lab
V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 11th, 2024:6.07% (-0.04%)

Analysis last updated: Thursday, October 10, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham S0GARCH
paramt-stat
ω1.59613.13
α0.03535.93
β0.9429101.42
γ1-0.0618-1.13
γ20.12881.68
γ3-0.1077-2.55
γ40.05131.49
γ50.01470.54
γ6-0.0890-3.82
γ70.11995.11
γ8-0.0817-3.30
γ90.06712.64
γ10-0.0701-3.83
Estimation Period:
Jan 3, 1990 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts