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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0036	29.69***
α ARCH Response to squared shocks	0.0618	74.06***
β GARCH Volatility persistence	0.9245	1,293.04***
γ leverage Additional response to negative shocks	0.0171	2.32**

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United States Dollar Index AGARCH Volatility Analysis

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Volatility Forecast

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