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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0014	11.87***
α ARCH Response to squared shocks	0.0354	24.62***
β GARCH Volatility persistence	0.9605	604.45***
γ leverage Additional response to negative shocks	0.0143	1.25

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Czech Koruna AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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