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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0382	17.57***
α ARCH Response to squared shocks	0.0198	9.95***
β GARCH Volatility persistence	0.9112	471.17***
γ leverage Additional response to negative shocks	0.1033	19.23***

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iShares MSCI Australia ETF GJR-GARCH Volatility Analysis

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