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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.1540	6.88***
α ARCH Response to squared shocks	0.0737	40.84***
β GARCH Volatility persistence	0.9939	1,121.80***
ν DF Student-t tail thickness	8.9820	5.92***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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