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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0151	8.53***
α ARCH Response to squared shocks	0.2315	30.91***
β GARCH Volatility persistence	0.9862	1,021.97***
γ leverage Additional response to negative shocks	0.0092	1.31

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Pakistani Rupee EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pakistani Rupee Analyses