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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.10
α ARCH Response to squared shocks	0.1181	28.32***
β GARCH Volatility persistence	0.9129	375.21***
γ leverage Additional response to negative shocks	-0.0066	-1.08

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US Dollar to Indian Rupee AGARCH Volatility Analysis

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