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

V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:6.01% (-0.08%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5185	2.79
$α$	0.0351	6.11
$β$	0.9450	111.32
$γ_{1}$	-0.0704	-1.25
$γ_{2}$	0.1404	1.81
$γ_{3}$	-0.1145	-2.74
$γ_{4}$	0.0611	1.77
$γ_{5}$	-0.0006	-0.02
$γ_{6}$	-0.0712	-2.85
$γ_{7}$	0.1069	4.23
$γ_{8}$	-0.0700	-2.79
$γ_{9}$	0.0478	1.94
$γ_{10}$	-0.0527	-3.00

Estimation Period:
Jan 3, 1990 to May 9, 2025

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Volatility Forecasts