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Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:5.02% (-0.04%)
Analysis last updated: Wednesday, October 29, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham S0GARCH
paramt-stat
ω1.79213.60
α0.03526.41
β0.9464119.70
γ1-0.0285-0.75
γ20.07491.38
γ3-0.0883-3.13
γ40.08603.71
γ5-0.0942-4.25
γ60.07933.88
γ7-0.0317-1.49
γ80.01910.92
γ9-0.0314-2.25
Estimation Period:
Jan 3, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts