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	param	t-stat
$ω$	0.0202	19.12
$α$	0.0327	12.41
$β$	0.9092	448.78
$γ$	0.0962	18.21

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iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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