V-Lab
V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:7.82% (+1.18%)

Analysis last updated: Tuesday, February 4, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham S0GARCH
paramt-stat
ω1.59223.06
α0.03506.07
β0.9447108.68
γ1-0.0636-1.16
γ20.13181.72
γ3-0.1110-2.62
γ40.05711.64
γ50.00530.19
γ6-0.0788-3.23
γ70.11354.61
γ8-0.0759-3.03
γ90.05442.18
γ10-0.0567-3.20
Estimation Period:
Jan 3, 1990 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts