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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4846	26.97***
α ARCH Response to squared shocks	0.2213	28.72***
β GARCH Volatility persistence	0.7171	102.62***
γ leverage Additional response to negative shocks	-0.5670	-13.58***

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Deutsche Bank FX Volatility Index AGARCH Volatility Analysis

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