US Dollar to Moroccan Dirham GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.93% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 11.39 | |
| 0.0331 | 17.75 | |
| 0.9676 | 1,135.66 | |
| -0.0042 | -1.29 |
Estimation Period:
Feb 1, 1995 to Feb 6, 2026
Feb 1, 1995 to Feb 6, 2026
News Impact Curve
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