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	param	t-stat
$ω$	1.8148	3.57
$α$	0.0350	6.61
$β$	0.9479	128.37
$γ_{1}$	-0.0266	-0.71
$γ_{2}$	0.0699	1.32
$γ_{3}$	-0.0813	-2.94
$γ_{4}$	0.0782	3.57
$γ_{5}$	-0.0893	-4.24
$γ_{6}$	0.0796	4.00
$γ_{7}$	-0.0296	-1.47
$γ_{8}$	0.0044	0.22
$γ_{9}$	-0.0133	-1.00

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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