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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1244	0.00
α ARCH Response to squared shocks	0.6812	0.00
β GARCH Volatility persistence	0.9086	0.01
ν DF Student-t tail thickness	7.9990	0.00

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Canadian Dollar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canadian Dollar Analyses