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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0527	21.41***
α ARCH Response to squared shocks	0.0386	10.98***
β GARCH Volatility persistence	0.8952	358.37***
γ leverage Additional response to negative shocks	0.0950	17.19***

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iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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