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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0005	12.35***
α ARCH Response to squared shocks	0.0713	17.12***
β GARCH Volatility persistence	0.9369	352.89***
γ leverage Additional response to negative shocks	-0.0164	-2.36**

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Pakistani Rupee GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pakistani Rupee Analyses