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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0585	6.21***
α ARCH Response to squared shocks	0.0584	7.97***
β GARCH Volatility persistence	0.9299	129.26***

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South Korean Won Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other South Korean Won Analyses