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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0029	14.92***
α ARCH Response to squared shocks	0.0534	36.76***
β GARCH Volatility persistence	0.9390	600.77***
γ leverage Additional response to negative shocks	-0.0934	-10.10***

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Polish Zloty AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Polish Zloty Analyses