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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	18.09***
α ARCH Response to squared shocks	0.0470	38.80***
β GARCH Volatility persistence	0.9453	695.59***
γ leverage Additional response to negative shocks	-0.0272	-5.99***

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Singapore Dollar AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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