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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0526	7.32***
α ARCH Response to squared shocks	0.0353	6.34***
β GARCH Volatility persistence	0.9576	159.20***

V-Lab

Australian Dollar Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Australian Dollar Analyses