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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0071	20.33***
α ARCH Response to squared shocks	0.1033	26.51***
β GARCH Volatility persistence	0.9179	621.43***
γ leverage Additional response to negative shocks	-0.0597	-11.98***

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Brazilian Real GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Brazilian Real Analyses