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	param	t-stat
$ω$	0.0063	5.06
$α$	0.1002	26.57
$β$	0.9184	523.88
$γ$	-0.0537	-8.50

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US Dollar to Brazilian Real GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Brazilian Real Analyses