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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8530	3.70***
α ARCH Response to squared shocks	0.0350	6.60***
β GARCH Volatility persistence	0.9479	127.98***

γ₁	-0.0224	-0.62
γ₂	0.0630	1.22
γ₃	-0.0771	-2.86***
γ₄	0.0760	3.57***
γ₅	-0.0885	-4.33***
γ₆	0.0796	4.10***
γ₇	-0.0286	-1.47
γ₈	0.0015	0.08
γ₉	-0.0105	-0.80

V-Lab

Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moroccan Dirham Analyses