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	param	t-stat
$ω$	0.0021	14.07
$α$	0.0822	22.30
$β$	0.9346	599.84
$γ$	-0.0412	-8.58

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DB Currency momentum Excess Return (USD) GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DB Currency momentum Excess Return (USD) Analyses