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	param	t-stat
$ω$	0.0213	20.02
$α$	0.0462	18.27
$β$	0.9088	473.57
$γ$	0.0746	12.94

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iShares MSCI Japan ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Japan ETF Analyses