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	param	t-stat
$ω$	0.7009	6.67
$α$	0.1051	6.98
$β$	0.8535	47.16
$γ_{1}$	-0.1062	-5.26
$γ_{2}$	0.1813	6.06
$γ_{3}$	-0.1378	-5.39
$γ_{4}$	0.0911	3.95
$γ_{5}$	-0.0206	-1.08
$γ_{6}$	-0.0157	-1.15

V-Lab

iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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