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

V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:6.70% (+0.11%)

Analysis last updated: Friday, August 29, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6328	3.14
$α$	0.0343	6.24
$β$	0.9469	117.34
$γ_{1}$	-0.0571	-1.09
$γ_{2}$	0.1208	1.64
$γ_{3}$	-0.1049	-2.55
$γ_{4}$	0.0578	1.67
$γ_{5}$	-0.0043	-0.15
$γ_{6}$	-0.0623	-2.40
$γ_{7}$	0.0987	3.74
$γ_{8}$	-0.0637	-2.52
$γ_{9}$	0.0389	1.60
$γ_{10}$	-0.0440	-2.56

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts