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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0196	16.56***
α ARCH Response to squared shocks	0.0209	11.06***
β GARCH Volatility persistence	0.9177	497.14***
γ leverage Additional response to negative shocks	0.1030	21.53***

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iShares MSCI Canada ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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