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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8002	3.59***
α ARCH Response to squared shocks	0.0344	6.55***
β GARCH Volatility persistence	0.9483	128.53***

γ₁	-0.0258	-0.70
γ₂	0.0682	1.31
γ₃	-0.0798	-2.95***
γ₄	0.0773	3.61***
γ₅	-0.0889	-4.31***
γ₆	0.0796	4.07***
γ₇	-0.0288	-1.46
γ₈	0.0023	0.12
γ₉	-0.0114	-0.87

V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Moroccan Dirham Analyses