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	param	t-stat
$ω$	0.6984	6.61
$α$	0.1057	6.96
$β$	0.8532	46.96
$γ_{1}$	-0.1081	-5.26
$γ_{2}$	0.1839	6.00
$γ_{3}$	-0.1379	-5.23
$γ_{4}$	0.0889	3.79
$γ_{5}$	-0.0180	-0.94
$γ_{6}$	-0.0167	-1.21

V-Lab

iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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