V-Lab
V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 19th, 2024:6.84% (+0.28%)

Analysis last updated: Tuesday, June 18, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham S0GARCH
paramt-stat
ω1.53913.01
α0.03515.78
β0.942097.14
γ1-0.0665-1.17
γ20.13481.71
γ3-0.1070-2.49
γ40.04421.29
γ50.02630.99
γ6-0.1004-4.38
γ70.12665.45
γ8-0.0869-3.42
γ90.07652.90
γ10-0.0796-4.19
Estimation Period:
Jan 3, 1990 to Jun 14, 2024
Impact of return on volatility tomorrow
Volatility Forecasts