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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2682	7.61***
α ARCH Response to squared shocks	0.0858	9.35***
β GARCH Volatility persistence	0.8988	90.48***

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iShares MSCI Sweden Capped ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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