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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0039	-6.51***
α ARCH Response to squared shocks	0.0774	25.31***
β GARCH Volatility persistence	0.9922	2,097.71***
γ leverage Additional response to negative shocks	-0.0135	-5.64***

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British Pound EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other British Pound Analyses