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	param	t-stat
$ω$	0.0009	4.83
$α$	0.0580	40.11
$β$	0.9361	627.00
$γ$	-0.1531	-16.30

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DB Currency momentum Excess Return (USD) AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DB Currency momentum Excess Return (USD) Analyses