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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0339	16.28***
α ARCH Response to squared shocks	0.0307	9.73***
β GARCH Volatility persistence	0.9050	405.83***
γ leverage Additional response to negative shocks	0.1007	17.00***

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iShares MSCI Germany ETF GJR-GARCH Volatility Analysis

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