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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0400	26.04***
α ARCH Response to squared shocks	0.1010	30.73***
β GARCH Volatility persistence	0.8275	289.32***
γ leverage Additional response to negative shocks	0.1127	15.20***

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iShares MSCI Germany ETF Asy. MEM Volatility Analysis

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