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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7152	3.59***
α ARCH Response to squared shocks	0.0345	6.24***
β GARCH Volatility persistence	0.9454	113.07***

γ₁	-0.0321	-0.92
γ₂	0.0797	1.62
γ₃	-0.0917	-3.68***
γ₄	0.0914	4.63***
γ₅	-0.1034	-5.47***
γ₆	0.0938	5.25***
γ₇	-0.0464	-2.55**
γ₈	0.0382	1.88*
γ₉	-0.1075	-3.50***

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Moroccan Dirham Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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