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	param	t-stat
$ω$	0.6930	6.68
$α$	0.1055	6.90
$β$	0.8521	46.36
$γ_{1}$	-0.1077	-5.37
$γ_{2}$	0.1835	6.18
$γ_{3}$	-0.1379	-5.43
$γ_{4}$	0.0874	3.78
$γ_{5}$	-0.0077	-0.36
$γ_{6}$	-0.0544	-1.61

V-Lab

iShares MSCI Australia ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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