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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9670	10.03***
α ARCH Response to squared shocks	0.0292	6.48***
β GARCH Volatility persistence	0.9650	189.91***

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Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Norwegian Krone Analyses