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	param	t-stat
$ω$	1.6755	3.54
$α$	0.0342	6.09
$β$	0.9449	109.10
$γ_{1}$	-0.0360	-1.00
$γ_{2}$	0.0871	1.73
$γ_{3}$	-0.0987	-3.87
$γ_{4}$	0.0981	4.71
$γ_{5}$	-0.1080	-5.44
$γ_{6}$	0.0956	5.22
$γ_{7}$	-0.0520	-2.73
$γ_{8}$	0.0559	2.63
$γ_{9}$	-0.1352	-4.21

V-Lab

Moroccan Dirham Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:3.69% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Moroccan Dirham Analyses