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	param	t-stat
$ω$	2.1243	0.00
$α$	0.6811	0.00
$β$	0.9085	0.01
$ν$	7.9990	0.00

V-Lab

Canadian Dollar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canadian Dollar Analyses