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	param	t-stat
$ω$	1.0443	7.25
$α$	0.0352	6.29
$β$	0.9577	158.45
$γ_{1}$	0.0001	0.60

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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