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	param	t-stat
$ω$	0.0064	5.07
$α$	0.1003	26.59
$β$	0.9181	521.04
$γ$	-0.0536	-8.50

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US Dollar to Brazilian Real GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Brazilian Real Analyses