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	param	t-stat
$ω$	0.0006	12.79
$α$	0.0367	19.28
$β$	0.9660	948.90
$γ$	-0.0134	-5.26

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US Dollar to Canadian Dollar GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Canadian Dollar Analyses