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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5210	10.70***
α ARCH Response to squared shocks	0.0230	66.20***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	3.1403	144.16***

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Romanian Leu GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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