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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3222	7.70***
α ARCH Response to squared shocks	0.0322	44.98***
β GARCH Volatility persistence	0.9974	3,031.56***
ν DF Student-t tail thickness	7.5748	8.08***

V-Lab

United States Dollar Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other United States Dollar Index Analyses