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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0043	7.75***
α ARCH Response to squared shocks	0.0257	8.90***
β GARCH Volatility persistence	0.9718	305.01***

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Danish Krone Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Danish Krone Analyses