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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3838	9.36***
α ARCH Response to squared shocks	0.0197	75.88***
β GARCH Volatility persistence	0.9985	7,031.63***
ν DF Student-t tail thickness	2.7870	165.01***

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Croatian Kuna GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Croatian Kuna Analyses