V-Lab

Moroccan Dirham Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:4.44% (-0.07%)
Analysis last updated: Friday, June 20, 2025 at 07:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham SGARCH
paramt-stat
ω1.52473.03
α0.03455.94
β0.9438103.96
γ1-0.0727-1.40
γ20.14772.05
γ3-0.1252-3.21
γ40.07142.18
γ5-0.0063-0.23
γ6-0.0729-3.07
γ70.11754.87
γ8-0.0920-3.82
γ90.09573.40
γ10-0.1788-3.65
Estimation Period:
Jan 3, 1990 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts