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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1013	7.81***
α ARCH Response to squared shocks	0.0884	8.80***
β GARCH Volatility persistence	0.8979	89.18***

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iShares MSCI Germany ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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