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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8844	7.49***
α ARCH Response to squared shocks	0.0310	7.41***
β GARCH Volatility persistence	0.9646	210.88***

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Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canadian Dollar Analyses