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	param	t-stat
$ω$	0.0003	8.87
$α$	0.0281	15.09
$β$	0.9726	997.58
$γ$	-0.0023	-0.76

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Moroccan Dirham GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moroccan Dirham Analyses