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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4566	7.60***
α ARCH Response to squared shocks	0.0453	99.20***
β GARCH Volatility persistence	0.9990	8,256.20***
ν DF Student-t tail thickness	2.7804	184.07***

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South Korean Won GAS-GARCH Student T Volatility Analysis

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Volatility Forecast

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Other South Korean Won Analyses