Moroccan Dirham EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.05%
increased by 0.05%
1 Week
5.09%
increased by 0.09%
1 Month
5.26%
increased by 0.26%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 9.51 | |
| 0.0466 | 16.39 | |
| 0.9982 | 4,456.27 | |
| 0.0056 | 1.64 |
Estimation Period:
Jan 3, 1990 to Jun 5, 2026
Jan 3, 1990 to Jun 5, 2026
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