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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0003	12.03***
α ARCH Response to squared shocks	0.0743	9.83***
β GARCH Volatility persistence	0.9090	258.01***
γ leverage Additional response to negative shocks	0.0235	1.93*

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US Dollar to Kuwaiti Dinar GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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