US Dollar to Moroccan Dirham GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.71%
increased by 0.02%
1 Week
4.73%
increased by 0.04%
1 Month
4.78%
increased by 0.09%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3471 | 10.03 | |
| 0.0242 | 77.45 | |
| 0.9990 | 12,333.33 | |
| 3.3256 | 109.63 |
Estimation Period:
Feb 1, 1995 to Jun 12, 2026
Feb 1, 1995 to Jun 12, 2026
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