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

V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:7.21% (+0.08%)

Analysis last updated: Wednesday, April 23, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5246	2.88
$α$	0.0344	6.10
$β$	0.9457	112.73
$γ_{1}$	-0.0710	-1.30
$γ_{2}$	0.1419	1.87
$γ_{3}$	-0.1167	-2.83
$γ_{4}$	0.0642	1.87
$γ_{5}$	-0.0041	-0.14
$γ_{6}$	-0.0673	-2.69
$γ_{7}$	0.1034	4.09
$γ_{8}$	-0.0686	-2.75
$γ_{9}$	0.0492	2.00
$γ_{10}$	-0.0551	-3.17

Estimation Period:
Jan 3, 1990 to Apr 18, 2025

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Volatility Forecasts

Volatility Forecasts