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V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, March 30th, 2026

1 Day

6.32%

decreased by 0.04%

1 Week

6.33%

decreased by 0.03%

1 Month

6.37%

increased by 0.01%

Analysis last updated: Friday, March 27, 2026 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham S0GARCH
paramt-stat
ω1.82303.64
α0.03506.52
β0.9474125.20
γ1-0.0254-0.68
γ20.06881.30
γ3-0.0825-3.00
γ40.08123.67
γ5-0.0921-4.35
γ60.08064.07
γ7-0.0312-1.54
γ80.01080.54
γ9-0.0212-1.58
Estimation Period:
Jan 3, 1990 to Mar 27, 2026
Impact of return on volatility tomorrow
Volatility Forecasts