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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0022	23.04***
α ARCH Response to squared shocks	0.0719	24.11***
β GARCH Volatility persistence	0.9264	571.87***
γ leverage Additional response to negative shocks	-0.0191	-4.52***

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Israeli Shekel GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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