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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0015	14.09***
α ARCH Response to squared shocks	0.0501	28.23***
β GARCH Volatility persistence	0.9482	556.14***
γ leverage Additional response to negative shocks	-0.0350	-2.00**

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Chilean Peso AGARCH Volatility Analysis

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