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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0021	19.94***
α ARCH Response to squared shocks	0.0625	39.20***
β GARCH Volatility persistence	0.9259	559.12***
γ leverage Additional response to negative shocks	-0.0579	-8.19***

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Israeli Shekel AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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