Moroccan Dirham APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
4.28%
increased by 0.02%
1 Week
4.29%
increased by 0.03%
1 Month
4.33%
increased by 0.07%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 9.07 | |
| 0.0249 | 21.77 | |
| 0.9713 | 1,005.44 | |
| -0.0187 | -1.43 | |
| 2.2068 | 36.00 |
Estimation Period:
Jan 3, 1990 to Jun 5, 2026
Jan 3, 1990 to Jun 5, 2026
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