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	param	t-stat
$ω$	0.0438	19.44
$α$	0.0448	10.16
$β$	0.8931	353.28
$γ$	0.0953	12.83

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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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