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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0020	21.66***
α ARCH Response to squared shocks	0.0576	32.57***
β GARCH Volatility persistence	0.9341	556.03***

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South Korean Won GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other South Korean Won Analyses