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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0020	-2.76***
α ARCH Response to squared shocks	0.0818	31.36***
β GARCH Volatility persistence	0.9951	2,667.95***
γ leverage Additional response to negative shocks	0.0129	6.09***

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Canadian Dollar EGARCH Volatility Analysis

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