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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4842	4.44***
α ARCH Response to squared shocks	0.0213	66.28***
β GARCH Volatility persistence	0.9971	1,541.13***
ν DF Student-t tail thickness	3.0821	36.78***

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Norwegian Krone GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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