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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1492	19.25***
α ARCH Response to squared shocks	0.0657	23.23***
β GARCH Volatility persistence	0.8654	257.86***
γ leverage Additional response to negative shocks	0.0832	10.72***

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Bladex Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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