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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0098	4.44***
α ARCH Response to squared shocks	0.2273	35.05***
β GARCH Volatility persistence	0.9843	844.85***
γ leverage Additional response to negative shocks	0.0160	2.63***

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Indonesian Rupiah EGARCH Volatility Analysis

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