V-Lab: Moroccan Dirham Spline-GARCH Volatility Analysis

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Moroccan Dirham Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:4.30% (-0.08%)

Analysis last updated: Sunday, November 23, 2025 at 01:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6711	3.50
$α$	0.0345	6.11
$β$	0.9446	108.93
$γ_{1}$	-0.0375	-1.02
$γ_{2}$	0.0899	1.75
$γ_{3}$	-0.1012	-3.89
$γ_{4}$	0.1000	4.68
$γ_{5}$	-0.1089	-5.34
$γ_{6}$	0.0951	5.07
$γ_{7}$	-0.0517	-2.62
$γ_{8}$	0.0562	2.53
$γ_{9}$	-0.1261	-3.71

Estimation Period:
Jan 3, 1990 to Nov 21, 2025

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