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	param	t-stat
$ω$	1.6997	3.55
$α$	0.0346	6.21
$β$	0.9450	111.23
$γ_{1}$	-0.0341	-0.96
$γ_{2}$	0.0837	1.67
$γ_{3}$	-0.0955	-3.77
$γ_{4}$	0.0950	4.66
$γ_{5}$	-0.1061	-5.44
$γ_{6}$	0.0948	5.22
$γ_{7}$	-0.0487	-2.61
$γ_{8}$	0.0451	2.17
$γ_{9}$	-0.1135	-3.69

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Moroccan Dirham Spline-GARCH Volatility Analysis

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News Impact Curve

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