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	param	t-stat
$ω$	0.6971	6.56
$α$	0.1055	6.97
$β$	0.8539	47.29
$γ_{1}$	-0.1084	-5.25
$γ_{2}$	0.1844	6.00
$γ_{3}$	-0.1385	-5.25
$γ_{4}$	0.0898	3.82
$γ_{5}$	-0.0187	-0.97
$γ_{6}$	-0.0165	-1.19

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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