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	param	t-stat
$ω$	1.6092	6.70
$α$	0.1029	8.46
$β$	0.8543	56.15
$γ_{1}$	-0.0174	-1.33
$γ_{2}$	0.0422	2.20
$γ_{3}$	-0.0520	-3.68
$γ_{4}$	0.0623	4.83
$γ_{5}$	-0.0511	-5.51

V-Lab

iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Japan ETF Analyses