US Dollar to Moroccan Dirham GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.08%
decreased by 0.02%
1 Week
4.10%
decreased by 0.00%
1 Month
4.16%
increased by 0.06%
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 | |
|---|---|---|
| 0.0004 | 11.03 | |
| 0.0335 | 17.97 | |
| 0.9674 | 1,140.86 | |
| -0.0048 | -1.48 |
Estimation Period:
Feb 1, 1995 to Jun 12, 2026
Feb 1, 1995 to Jun 12, 2026
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