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	param	t-stat
$ω$	0.0528	21.39
$α$	0.0399	11.07
$β$	0.8951	352.83
$γ$	0.0924	16.57

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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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