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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0028	20.81***
α ARCH Response to squared shocks	0.1386	32.51***
β GARCH Volatility persistence	0.8333	182.41***
γ leverage Additional response to negative shocks	0.0227	3.46***

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US Dollar to Taiwanese Dollar AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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