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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0205	-10.11***
α ARCH Response to squared shocks	0.1808	41.45***
β GARCH Volatility persistence	0.9818	1,105.65***
γ leverage Additional response to negative shocks	-0.0064	-1.76*

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Malaysian Ringgit EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Malaysian Ringgit Analyses