Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
5.75%
decreased by 0.08%
1 Week
5.78%
decreased by 0.05%
1 Month
5.88%
increased by 0.05%
Analysis last updated: Friday, April 17, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8263 | 3.65 | |
| 0.0349 | 6.52 | |
| 0.9476 | 125.62 | |
| -0.0249 | -0.67 | |
| 0.0678 | 1.29 | |
| -0.0817 | -2.98 | |
| 0.0804 | 3.66 | |
| -0.0916 | -4.35 | |
| 0.0805 | 4.09 | |
| -0.0309 | -1.54 | |
| 0.0096 | 0.48 | |
| -0.0198 | -1.49 |
Estimation Period:
Jan 3, 1990 to Apr 17, 2026
Jan 3, 1990 to Apr 17, 2026
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