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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0468	18.74***
α ARCH Response to squared shocks	0.0943	30.40***
β GARCH Volatility persistence	0.8871	267.03***

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iShares MSCI BIC ETF Fund GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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