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	param	t-stat
$ω$	0.7003	6.67
$α$	0.1049	6.98
$β$	0.8538	47.30
$γ_{1}$	-0.1061	-5.26
$γ_{2}$	0.1812	6.07
$γ_{3}$	-0.1378	-5.40
$γ_{4}$	0.0913	3.96
$γ_{5}$	-0.0208	-1.09
$γ_{6}$	-0.0156	-1.14

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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