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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0021	13.89***
α ARCH Response to squared shocks	0.0328	28.32***
β GARCH Volatility persistence	0.9624	724.13***
γ leverage Additional response to negative shocks	0.0132	0.95

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Hungarian Forint AGARCH Volatility Analysis

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