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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0195	6.68***
α ARCH Response to squared shocks	0.1091	44.07***
β GARCH Volatility persistence	0.8688	425.04***
γ leverage Additional response to negative shocks	0.6941	26.80***

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iShares MSCI Italy Capped ETF AGARCH Volatility Analysis

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