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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0014	3.39***
α ARCH Response to squared shocks	0.0738	28.40***
β GARCH Volatility persistence	0.9958	3,445.80***
γ leverage Additional response to negative shocks	0.0095	4.20***

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Romanian Leu EGARCH Volatility Analysis

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