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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0357	6.05***
α ARCH Response to squared shocks	0.0353	6.34***
β GARCH Volatility persistence	0.9575	159.41***

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Australian Dollar Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Australian Dollar Analyses