A divorced woman has a rabbinic obligation to cover her hair. Whereas the Torah level obligation is limited to a married woman, the rabbinic obligation includes all Jewish women who have ever been married. Please see Shulhan Arukh, Even HaEzer 21:2 and the Bet Shemuel there.
An exception may be in cases or situations where haircovering would serve as an obstacle to the woman's eventual remarriage. For an example of such a decision, see Igrot Moshe, Even HaEzer IV 32:4.
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