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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0270	20.38***
α ARCH Response to squared shocks	0.0836	34.14***
β GARCH Volatility persistence	0.9076	369.09***

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iShares MSCI Hong Kong ETF GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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