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	param	t-stat
$ω$	0.0013	14.88
$α$	0.0590	19.12
$β$	0.9440	545.05
$γ$	-0.0117	-2.91

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DB Currency Valuation Excess Return (USD) GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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