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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0186	8.07***
α ARCH Response to squared shocks	0.1407	38.67***
β GARCH Volatility persistence	0.9858	1,158.44***
γ leverage Additional response to negative shocks	-0.0748	-21.04***

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iShares MSCI Sweden Capped ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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