V-Lab: Moroccan Dirham Spline-GARCH Volatility Analysis

V-Lab

Moroccan Dirham Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:4.48% (-0.07%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5192	3.00
$α$	0.0343	5.96
$β$	0.9443	105.31
$γ_{1}$	-0.0731	-1.41
$γ_{2}$	0.1481	2.06
$γ_{3}$	-0.1255	-3.22
$γ_{4}$	0.0724	2.22
$γ_{5}$	-0.0081	-0.30
$γ_{6}$	-0.0707	-2.96
$γ_{7}$	0.1156	4.74
$γ_{8}$	-0.0898	-3.70
$γ_{9}$	0.0916	3.25
$γ_{10}$	-0.1717	-3.40

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

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