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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6750	1.97**
α ARCH Response to squared shocks	0.0364	7.75***
β GARCH Volatility persistence	0.9578	165.91***

γ₁	-0.0060	-1.30
γ₂	0.0099	1.37

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United States Dollar Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other United States Dollar Index Analyses