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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0007	1.31
α ARCH Response to squared shocks	0.0905	24.28***
β GARCH Volatility persistence	0.9931	1,686.05***
γ leverage Additional response to negative shocks	0.0018	0.99

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Czech Koruna EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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