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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0116	7.24***
α ARCH Response to squared shocks	0.0846	41.66***
β GARCH Volatility persistence	0.9043	456.70***
γ leverage Additional response to negative shocks	0.4430	19.88***

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iShares MSCI Japan ETF AGARCH Volatility Analysis

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