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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0025	11.86***
α ARCH Response to squared shocks	0.1259	12.69***
β GARCH Volatility persistence	0.8564	149.67***
γ leverage Additional response to negative shocks	-0.0064	-0.39

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Egyptian Pound GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Egyptian Pound Analyses