Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:5.02% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7921 | 3.60 | |
| 0.0352 | 6.41 | |
| 0.9464 | 119.70 | |
| -0.0285 | -0.75 | |
| 0.0749 | 1.38 | |
| -0.0883 | -3.13 | |
| 0.0860 | 3.71 | |
| -0.0942 | -4.25 | |
| 0.0793 | 3.88 | |
| -0.0317 | -1.49 | |
| 0.0191 | 0.92 | |
| -0.0314 | -2.25 |
Estimation Period:
Jan 3, 1990 to Oct 24, 2025
Jan 3, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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