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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0025	11.90***
α ARCH Response to squared shocks	0.1262	12.72***
β GARCH Volatility persistence	0.8558	148.99***
γ leverage Additional response to negative shocks	-0.0057	-0.35

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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