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	param	t-stat
$ω$	0.7005	6.66
$α$	0.1053	6.97
$β$	0.8534	47.10
$γ_{1}$	-0.1065	-5.26
$γ_{2}$	0.1817	6.05
$γ_{3}$	-0.1379	-5.36
$γ_{4}$	0.0910	3.93
$γ_{5}$	-0.0208	-1.09
$γ_{6}$	-0.0152	-1.11

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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