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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0005	11.59***
α ARCH Response to squared shocks	0.0266	37.35***
β GARCH Volatility persistence	0.9718	1,316.82***

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Danish Krone GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Danish Krone Analyses