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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0012	15.29***
α ARCH Response to squared shocks	0.0232	10.58***
β GARCH Volatility persistence	0.9655	775.48***
γ leverage Additional response to negative shocks	0.0118	3.24***

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British Pound GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other British Pound Analyses