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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.01
α ARCH Response to squared shocks	0.2466	46.38***
β GARCH Volatility persistence	0.9854	643.21***
γ leverage Additional response to negative shocks	0.0414	9.54***

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Indian Rupee EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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