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	param	t-stat
$ω$	0.8344	2.09
$α$	0.1568	7.38
$β$	0.8315	54.71
$γ_{1}$	-0.2272	-3.35
$γ_{2}$	0.3430	3.33
$γ_{3}$	-0.1897	-2.49
$γ_{4}$	0.2149	2.42

V-Lab

Invesco DB G10 Currency Harvest Fund Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco DB G10 Currency Harvest Fund Analyses