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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0023	16.89***
α ARCH Response to squared shocks	0.0923	21.87***
β GARCH Volatility persistence	0.9259	466.94***
γ leverage Additional response to negative shocks	-0.0364	-6.55***

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Russian Ruble GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russian Ruble Analyses