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	param	t-stat
$ω$	0.0374	17.19
$α$	0.0191	9.59
$β$	0.9120	472.55
$γ$	0.1041	19.42

V-Lab

iShares MSCI Australia ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, December 26th, 2025:17.16% (-0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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