V-Lab
V-Lab
US Dollar to Moroccan Dirham EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 22nd, 2024:6.50% (-0.15%)

Analysis last updated: Tuesday, May 21, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Moroccan Dirham EGARCH
paramt-stat
ω0.00335.84
α0.076733.47
β0.99763463.73
γ0.00482.20
Estimation Period:
Feb 1, 1995 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts