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	param	t-stat
$ω$	1.8065	3.56
$α$	0.0350	6.58
$β$	0.9477	127.29
$γ_{1}$	-0.0271	-0.73
$γ_{2}$	0.0708	1.33
$γ_{3}$	-0.0819	-2.97
$γ_{4}$	0.0784	3.58
$γ_{5}$	-0.0891	-4.23
$γ_{6}$	0.0794	4.00
$γ_{7}$	-0.0297	-1.48
$γ_{8}$	0.0050	0.25
$γ_{9}$	-0.0141	-1.05

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Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Moroccan Dirham Analyses