V-Lab: Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

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Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:5.50% (-0.07%)

Analysis last updated: Friday, December 12, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8024	3.62
$α$	0.0351	6.44
$β$	0.9468	121.50
$γ_{1}$	-0.0274	-0.73
$γ_{2}$	0.0727	1.35
$γ_{3}$	-0.0863	-3.09
$γ_{4}$	0.0844	3.70
$γ_{5}$	-0.0936	-4.29
$γ_{6}$	0.0799	3.96
$γ_{7}$	-0.0317	-1.52
$γ_{8}$	0.0164	0.80
$γ_{9}$	-0.0279	-2.03

Estimation Period:
Jan 3, 1990 to Dec 12, 2025

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