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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4046	8.55***
α ARCH Response to squared shocks	0.0247	7.53***
β GARCH Volatility persistence	0.9716	264.47***

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Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Croatian Kuna Analyses