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	param	t-stat
$ω$	1.7924	3.58
$α$	0.0344	6.53
$β$	0.9482	127.70
$γ_{1}$	-0.0263	-0.72
$γ_{2}$	0.0690	1.32
$γ_{3}$	-0.0806	-2.97
$γ_{4}$	0.0781	3.63
$γ_{5}$	-0.0895	-4.33
$γ_{6}$	0.0799	4.09
$γ_{7}$	-0.0294	-1.49
$γ_{8}$	0.0039	0.20
$γ_{9}$	-0.0132	-1.01

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Moroccan Dirham Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moroccan Dirham Analyses