V-Lab
V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:6.00% (-0.07%)

Analysis last updated: Monday, January 13, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham S0GARCH
paramt-stat
ω1.63173.17
α0.03536.09
β0.9442107.52
γ1-0.0600-1.11
γ20.12651.67
γ3-0.1082-2.56
γ40.05551.59
γ50.00660.24
γ6-0.0800-3.31
γ70.11374.68
γ8-0.0761-3.07
γ90.05632.26
γ10-0.0589-3.32
Estimation Period:
Jan 3, 1990 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts