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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0031	7.43***
α ARCH Response to squared shocks	0.0629	30.96***
β GARCH Volatility persistence	0.9975	4,006.03***
γ leverage Additional response to negative shocks	0.0107	6.09***

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Croatian Kuna EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Croatian Kuna Analyses