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	param	t-stat
$ω$	0.0381	17.50
$α$	0.0194	9.77
$β$	0.9116	472.81
$γ$	0.1038	19.36

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iShares MSCI Australia ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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