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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0022	22.93***
α ARCH Response to squared shocks	0.0715	24.09***
β GARCH Volatility persistence	0.9268	574.22***
γ leverage Additional response to negative shocks	-0.0191	-4.54***

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Israeli Shekel GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Israeli Shekel Analyses