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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2820	8.88***
α ARCH Response to squared shocks	0.0859	9.37***
β GARCH Volatility persistence	0.8986	89.78***

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iShares MSCI Sweden Capped ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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