V-Lab
V-Lab

Moroccan Dirham Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:10.88% (+0.11%)

Analysis last updated: Friday, September 22, 2023 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham SGARCH
paramt-stat
ω1.42002.80
α0.03415.55
β0.942594.58
γ1-0.0917-1.51
γ20.17522.10
γ3-0.1286-2.91
γ40.04661.36
γ50.04211.60
γ6-0.1204-5.01
γ70.13185.04
γ8-0.0728-2.34
γ90.03911.17
γ100.04151.04
Estimation Period:
Jan 3, 1990 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts