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	param	t-stat
$m$	81
$α$	0.0000	0.00
$β$	0.8554	280.01
$γ$	0.1820	35.02
$λ_{1}$	0.0718	1.74
$λ_{2}$	0.3742	1.75
$λ_{3}$	0.5601	2.22

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iShares MSCI ACWI ETF MF2-GARCH Volatility Analysis

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News Impact Curve

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