If the current is DC, the current causes all muscles to contract. This closes your hand and prevents you from letting go.
If the current is AC, the muscles spasm, and you probably will let go.
In power stations and such, high-voltage direct current is common, and a short can electrify almost any piece of metal. To protect themselves workers brush the back of their hands against metal objects before using them. This way, if the muscles contract, they will violently remove your hand from the object, not grab it.
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