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	param	t-stat
$m$	36
$α$	0.0910	6.89
$β$	0.7111	44.59
$γ$	0.1840	10.64
$λ_{1}$	0.0161	2.57
$λ_{2}$	0.1557	2.48
$λ_{3}$	0.8200	11.22

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Invesco DB G10 Currency Harvest Fund MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB G10 Currency Harvest Fund Analyses