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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0314	19.12***
α ARCH Response to squared shocks	0.0362	13.73***
β GARCH Volatility persistence	0.9041	394.10***
γ leverage Additional response to negative shocks	0.0910	15.93***

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iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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