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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	19.29***
α ARCH Response to squared shocks	0.0564	22.74***
β GARCH Volatility persistence	0.9464	728.58***
γ leverage Additional response to negative shocks	-0.0202	-5.78***

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Singapore Dollar GJR-GARCH Volatility Analysis

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