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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.3507	-15.01***
α ARCH Response to squared shocks	0.3718	34.03***
β GARCH Volatility persistence	0.9395	252.56***
γ leverage Additional response to negative shocks	-0.0097	-1.15

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Hong Kong Dollar EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Hong Kong Dollar Analyses