V-Lab
V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:6.99% (+0.07%)

Analysis last updated: Friday, January 27, 2023, 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham S0GARCH
paramt-stat
ω1.50502.80
α0.03475.80
β0.9454105.44
γ1-0.0871-1.32
γ20.16561.80
γ3-0.1151-2.31
γ40.02940.78
γ50.05381.82
γ6-0.1167-3.90
γ70.10973.17
γ8-0.0467-1.16
γ90.03180.86
γ10-0.0420-1.72
Estimation Period:
Jan 3, 1990 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts