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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0034	18.04***
α ARCH Response to squared shocks	0.0663	26.30***
β GARCH Volatility persistence	0.9400	624.58***
γ leverage Additional response to negative shocks	-0.0293	-8.71***

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Polish Zloty GJR-GARCH Volatility Analysis

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