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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.1370	6.87***
α ARCH Response to squared shocks	0.0738	40.94***
β GARCH Volatility persistence	0.9939	1,120.52***
ν DF Student-t tail thickness	8.9647	5.95***

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iShares MSCI Sweden Capped ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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Parameter Estimates

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