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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0014	22.20***
α ARCH Response to squared shocks	0.0670	42.92***
β GARCH Volatility persistence	0.9193	523.24***
γ leverage Additional response to negative shocks	0.0020	0.41

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Philippine Peso AGARCH Volatility Analysis

Date Range:

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