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	param	t-stat
$ω$	1.8152	3.63
$α$	0.0348	6.52
$β$	0.9477	125.78
$γ_{1}$	-0.0250	-0.68
$γ_{2}$	0.0675	1.29
$γ_{3}$	-0.0806	-2.96
$γ_{4}$	0.0789	3.64
$γ_{5}$	-0.0903	-4.34
$γ_{6}$	0.0800	4.09
$γ_{7}$	-0.0300	-1.51
$γ_{8}$	0.0062	0.32
$γ_{9}$	-0.0159	-1.20

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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