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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.8679	7.85***
α ARCH Response to squared shocks	0.0879	28.87***
β GARCH Volatility persistence	0.9861	540.64***
ν DF Student-t tail thickness	8.8928	4.21***

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iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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