Nonlinear optical phenomena in ferromagnetic semiconductor with dynamic grating generated by coherent light beams are investigated. High-frequency current and the nonlinear absorption coefficient are calculated. It is shown that with increasing of weak-wave frequency the nonlinear absorption coefficient grows, reaches a maximum at the frequency of omega approximate to 4.10(12)s(-1), and further decreases smoothly with frequency increase. Therefore, the second term of the nonlinear absorption coefficient is modulated with coordinate z. This proves that dynamic grating emerge in ferromagnetic semiconductor.