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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1772	8.97***
α ARCH Response to squared shocks	0.0350	5.92***
β GARCH Volatility persistence	0.9601	143.47***

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Czech Koruna Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Czech Koruna Analyses