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	param	t-stat
$ω$	1.0452	7.15
$α$	0.0353	6.31
$β$	0.9577	158.77
$γ_{1}$	0.0001	0.57

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Australian Dollar Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Australian Dollar Analyses