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	param	t-stat
$ω$	0.0436	19.40
$α$	0.0449	10.13
$β$	0.8932	352.92
$γ$	0.0948	12.72

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iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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