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This head ache could be due to sinusitis which generally stays on after a bad cold. The same can be confirmed by sinus examination by a doctor or by an X-ray of paranasal sinuses. There could be other causes of headache as well but initially it would be better to rule out the sinusitis first. This will require the use of antibiotics and decongestants.
Do meet your doctor and get yourself examined.
Hope this helps,
Wish you a good health.
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