Skip to main content
V-Lab

Moroccan Dirham Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:5.00% (-0.08%)
Analysis last updated: Monday, March 16, 2026 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham SGARCH
paramt-stat
ω1.69263.55
α0.03466.17
β0.9448109.96
γ1-0.0348-0.97
γ20.08491.69
γ3-0.0968-3.81
γ40.09634.69
γ5-0.1068-5.45
γ60.09495.22
γ7-0.0495-2.63
γ80.04792.30
γ9-0.1171-3.84
Estimation Period:
Jan 3, 1990 to Mar 14, 2026
Impact of return on volatility tomorrow
Volatility Forecasts