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	param	t-stat
$ω$	0.0035	13.93
$α$	0.0446	12.54
$β$	0.9167	395.28
$γ$	0.0570	8.48

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Deutsche Bank USD Currency Harvest G10 GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Deutsche Bank USD Currency Harvest G10 Analyses