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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8922	6.64***
α ARCH Response to squared shocks	0.0733	37.89***
β GARCH Volatility persistence	0.9920	807.82***
ν DF Student-t tail thickness	8.3141	5.59***

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iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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