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	param	t-stat
$ω$	0.0003	8.81
$α$	0.0282	15.11
$β$	0.9726	995.50
$γ$	-0.0024	-0.79

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Moroccan Dirham GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Moroccan Dirham Analyses