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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	10.77***
α ARCH Response to squared shocks	0.0267	16.67***
β GARCH Volatility persistence	0.9751	1,098.05***
γ leverage Additional response to negative shocks	-0.0086	-3.28***

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US Dollar to Euro GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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