R��sum�� Le contexte g��n��rale de cette ��tude est li�� directement �� la r��forme du r��gime de change appliqu�� au Maroc en passant vers la flexibilit�� graduelle bas��e sur l�����largissement des bandes de fluctuation du taux de change. L���objectif principal de ce travail est de mod��liser les pr��visions de la volatilit�� des taux de change bilat��raux du dirham marocain EUR/MAD et USD/MAD tout en se basant sur la m��thodologie empirique des mod��les ��conom��triques de familles ARCH. L���analyse empirique a port�� sur des donn��es allant du 30/11/2001 au 30/11/2020, avec un ��chantillon de 4800 observations journali��res. Les r��sultats ont montr�� que la s��rie temporelle ��tudi��e est caract��ris��e par le ph��nom��ne de volatilit��, par des sp��cifications asym��triques et l���existence d���une kurtosis excessive. Ainsi, le crit��re de s��lection AKAIKE Information Critierrium (AIC) nous a amen�� �� choisir le mod��le asym��trique AR(1)-TGARCH comme mod��le ad��quat pour la mod��lisation et la pr��vision de la volatilit�� du taux de change du dirham marocain. Mots cl��s : Volatilit��, taux de change, ARCH, mod��les asym��triques TGARCH, Kurtosis, AKAIKE Information Critierrium. JEL : C01, C24, C32, C58, E60, F31, F41. Abstract The general context of this study is directly related to the reform of the exchange rate regime applied in Morocco by moving towards a gradual flexibility based on the widening of the exchange rate fluctuation bands. The objective of this work is modeling the volatility of the bilateral exchange rates of the Moroccan dirham EUR/MAD and USD/MAD while being based on the empirical methodology of the ARCH family econometric models. The empirical analysis covered a period from 30/11/2001 to 30/11/2020, with a sample of 4800 daily observations. The results showed that the time series studied is characterized by the phenomenon of volatility, asymmetric specifications and the existence of excessive kurtosis. Thus, the AKAIKE Information Critierrium (AIC) selection criterion led us to choose the asymmetric AR(1)- TGARCH model as an adequate model to forecast the volatility of the Moroccan dirham exchange rate. Keywords : Volatility, exchange rates, ARCH, asymmetric models TGARCH, Kurtosis, AKAIKE Information Critierrium.