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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0036	10.45***
α ARCH Response to squared shocks	0.1195	36.18***
β GARCH Volatility persistence	0.8564	282.56***
γ leverage Additional response to negative shocks	-0.2142	-29.99***

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Mexican Peso AGARCH Volatility Analysis

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