Moroccan Dirham Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:5.00% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6926 | 3.55 | |
| 0.0346 | 6.17 | |
| 0.9448 | 109.96 | |
| -0.0348 | -0.97 | |
| 0.0849 | 1.69 | |
| -0.0968 | -3.81 | |
| 0.0963 | 4.69 | |
| -0.1068 | -5.45 | |
| 0.0949 | 5.22 | |
| -0.0495 | -2.63 | |
| 0.0479 | 2.30 | |
| -0.1171 | -3.84 |
Estimation Period:
Jan 3, 1990 to Mar 14, 2026
Jan 3, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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