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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0023	13.82***
α ARCH Response to squared shocks	0.0288	23.14***
β GARCH Volatility persistence	0.9646	649.98***

V-Lab

US Dollar to New Zealand Dollar GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to New Zealand Dollar Analyses