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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4473	8.54***
α ARCH Response to squared shocks	0.0926	9.49***
β GARCH Volatility persistence	0.8902	90.70***

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iShares MSCI Netherlands ETF Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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