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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0034	18.01***
α ARCH Response to squared shocks	0.0664	26.32***
β GARCH Volatility persistence	0.9399	624.09***
γ leverage Additional response to negative shocks	-0.0292	-8.68***

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Polish Zloty GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Polish Zloty Analyses