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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0010	20.24***
α ARCH Response to squared shocks	0.0886	23.76***
β GARCH Volatility persistence	0.9107	429.76***
γ leverage Additional response to negative shocks	-0.0049	-0.81

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Malaysian Ringgit GJR-GARCH Volatility Analysis

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