Moroccan Dirham GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
959.03%
decreased by 97.75%
1 Week
957.79%
decreased by 98.99%
1 Month
952.85%
decreased by 103.93%
Analysis last updated: Wednesday, June 10, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8935 | 13.75 | |
| 0.0718 | 362.48 | |
| 0.9987 | 9,888.15 | |
| 2.0000 | 20,000,080.00 |
Estimation Period:
Jan 3, 1990 to Jun 5, 2026
Jan 3, 1990 to Jun 5, 2026
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