V-Lab: Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:6.24% (+0.14%)

Analysis last updated: Thursday, September 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6486	3.13
$α$	0.0347	6.30
$β$	0.9468	118.33
$γ_{1}$	-0.0560	-1.07
$γ_{2}$	0.1184	1.60
$γ_{3}$	-0.1018	-2.47
$γ_{4}$	0.0540	1.55
$γ_{5}$	-0.0010	-0.03
$γ_{6}$	-0.0646	-2.46
$γ_{7}$	0.1000	3.72
$γ_{8}$	-0.0632	-2.46
$γ_{9}$	0.0361	1.47
$γ_{10}$	-0.0411	-2.36

Estimation Period:
Jan 3, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts