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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0022	14.89***
α ARCH Response to squared shocks	0.0312	15.23***
β GARCH Volatility persistence	0.9652	796.34***
γ leverage Additional response to negative shocks	-0.0046	-1.46

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Norwegian Krone GJR-GARCH Volatility Analysis

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