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	param	t-stat
$ω$	1.6106	6.64
$α$	0.1038	8.51
$β$	0.8540	56.15
$γ_{1}$	-0.0181	-1.35
$γ_{2}$	0.0433	2.21
$γ_{3}$	-0.0528	-3.64
$γ_{4}$	0.0622	4.73
$γ_{5}$	-0.0501	-5.33

V-Lab

iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Japan ETF Analyses