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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0015	14.71***
α ARCH Response to squared shocks	0.0548	17.78***
β GARCH Volatility persistence	0.9496	572.07***
γ leverage Additional response to negative shocks	-0.0129	-2.56**

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Chilean Peso GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chilean Peso Analyses