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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0004	12.14***
α ARCH Response to squared shocks	0.0294	19.89***
β GARCH Volatility persistence	0.9728	1,356.79***
γ leverage Additional response to negative shocks	-0.0074	-3.10***

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Danish Krone GJR-GARCH Volatility Analysis

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