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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0493	8.44***
α ARCH Response to squared shocks	0.0303	6.22***
β GARCH Volatility persistence	0.9641	186.36***

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British Pound Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other British Pound Analyses