V-Lab
V-Lab

Moroccan Dirham Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:7.97% (-0.12%)

Analysis last updated: Monday, April 15, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moroccan Dirham SGARCH
paramt-stat
ω1.49662.90
α0.03545.87
β0.942399.70
γ1-0.0843-1.45
γ20.16602.06
γ3-0.1296-2.97
γ40.05611.61
γ50.02711.00
γ6-0.1098-4.69
γ70.13675.65
γ8-0.0945-3.39
γ90.08192.53
γ10-0.0770-1.98
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts