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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8889	5.90***
α ARCH Response to squared shocks	0.0255	8.93***
β GARCH Volatility persistence	0.9723	316.21***

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Danish Krone Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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