Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
6.32%
decreased by 0.04%
1 Week
6.33%
decreased by 0.03%
1 Month
6.37%
increased by 0.01%
Analysis last updated: Friday, March 27, 2026 at 07:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8230 | 3.64 | |
| 0.0350 | 6.52 | |
| 0.9474 | 125.20 | |
| -0.0254 | -0.68 | |
| 0.0688 | 1.30 | |
| -0.0825 | -3.00 | |
| 0.0812 | 3.67 | |
| -0.0921 | -4.35 | |
| 0.0806 | 4.07 | |
| -0.0312 | -1.54 | |
| 0.0108 | 0.54 | |
| -0.0212 | -1.58 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2026
Jan 3, 1990 to Mar 27, 2026
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