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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4325	8.26***
α ARCH Response to squared shocks	0.0875	8.01***
β GARCH Volatility persistence	0.8978	85.04***

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iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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