US Dollar to Moroccan Dirham MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
0.27%
decreased by 2.50%
1 Week
0.43%
decreased by 2.34%
1 Month
0.76%
decreased by 2.01%
Analysis last updated: Sunday, June 14, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.9970 | 9,969,850.00 | |
| 0.0017 | 17,360.00 | |
| 0.0026 | 25,570.00 | |
| 9.9638 | 16.44 | |
| 0.3496 | 13.84 | |
| 0.0014 | 0.02 |
Estimation Period:
Feb 1, 1995 to Jun 12, 2026
Feb 1, 1995 to Jun 12, 2026
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