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	param	t-stat
$ω$	1.1256	6.46
$α$	0.0677	9.74
$β$	0.9226	121.22
$γ_{1}$	-0.0007	-0.74

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DB Currency momentum Excess Return (USD) Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DB Currency momentum Excess Return (USD) Analyses