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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0042	9.61***
α ARCH Response to squared shocks	0.0464	16.43***
β GARCH Volatility persistence	0.9982	4,496.59***
γ leverage Additional response to negative shocks	0.0056	1.63

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Moroccan Dirham EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moroccan Dirham Analyses