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

V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:6.37% (-0.06%)

Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6309	3.11
$α$	0.0352	6.23
$β$	0.9454	113.07
$γ_{1}$	-0.0597	-1.13
$γ_{2}$	0.1253	1.69
$γ_{3}$	-0.1084	-2.62
$γ_{4}$	0.0602	1.73
$γ_{5}$	-0.0043	-0.15
$γ_{6}$	-0.0652	-2.56
$γ_{7}$	0.1021	3.95
$γ_{8}$	-0.0667	-2.65
$γ_{9}$	0.0436	1.78
$γ_{10}$	-0.0486	-2.79

Estimation Period:
Jan 3, 1990 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts