V-Lab: Moroccan Dirham Spline-GARCH Volatility Analysis

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Moroccan Dirham Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:4.19% (-0.07%)

Analysis last updated: Friday, October 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5510	3.04
$α$	0.0343	6.11
$β$	0.9454	110.38
$γ_{1}$	-0.0706	-1.38
$γ_{2}$	0.1446	2.04
$γ_{3}$	-0.1253	-3.24
$γ_{4}$	0.0766	2.32
$γ_{5}$	-0.0180	-0.64
$γ_{6}$	-0.0574	-2.29
$γ_{7}$	0.1040	4.02
$γ_{8}$	-0.0787	-3.17
$γ_{9}$	0.0754	2.83
$γ_{10}$	-0.1576	-3.51

Estimation Period:
Jan 3, 1990 to Oct 24, 2025

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