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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0071	15.13***
α ARCH Response to squared shocks	0.0881	55.44***
β GARCH Volatility persistence	0.9009	648.59***
γ leverage Additional response to negative shocks	-0.1724	-13.17***

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Brazilian Real AGARCH Volatility Analysis

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