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	param	t-stat
$ω$	1.8057	3.61
$α$	0.0351	6.47
$β$	0.9471	123.03
$γ_{1}$	-0.0276	-0.73
$γ_{2}$	0.0729	1.36
$γ_{3}$	-0.0863	-3.08
$γ_{4}$	0.0843	3.69
$γ_{5}$	-0.0935	-4.28
$γ_{6}$	0.0799	3.95
$γ_{7}$	-0.0314	-1.50
$γ_{8}$	0.0148	0.72
$γ_{9}$	-0.0259	-1.88

V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 29th, 2025:4.83% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Moroccan Dirham Analyses