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	param	t-stat
$ω$	1.6099	6.66
$α$	0.1034	8.50
$β$	0.8543	56.27
$γ_{1}$	-0.0179	-1.35
$γ_{2}$	0.0429	2.20
$γ_{3}$	-0.0525	-3.64
$γ_{4}$	0.0619	4.74
$γ_{5}$	-0.0500	-5.34

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