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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7996	3.59***
α ARCH Response to squared shocks	0.0344	6.55***
β GARCH Volatility persistence	0.9483	128.62***

γ₁	-0.0258	-0.70
γ₂	0.0680	1.31
γ₃	-0.0796	-2.94***
γ₄	0.0771	3.61***
γ₅	-0.0887	-4.32***
γ₆	0.0794	4.07***
γ₇	-0.0285	-1.45
γ₈	0.0015	0.08
γ₉	-0.0106	-0.80

V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moroccan Dirham Analyses