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	param	t-stat
$ω$	0.0024	12.50
$α$	0.0410	16.45
$β$	0.9634	764.59
$γ$	-0.0245	-8.32

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US Dollar to Australian Dollar GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Australian Dollar Analyses