Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:6.03% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8199 | 3.63 | |
| 0.0351 | 6.51 | |
| 0.9474 | 124.95 | |
| -0.0261 | -0.70 | |
| 0.0700 | 1.31 | |
| -0.0836 | -3.02 | |
| 0.0821 | 3.67 | |
| -0.0925 | -4.32 | |
| 0.0804 | 4.03 | |
| -0.0311 | -1.52 | |
| 0.0115 | 0.57 | |
| -0.0219 | -1.62 |
Estimation Period:
Jan 3, 1990 to Mar 6, 2026
Jan 3, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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