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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1765	8.33***
α ARCH Response to squared shocks	0.0948	7.22***
β GARCH Volatility persistence	0.8808	58.62***

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iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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