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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4329	8.24***
α ARCH Response to squared shocks	0.0871	7.97***
β GARCH Volatility persistence	0.8984	85.19***

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iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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