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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0195	10.65***
α ARCH Response to squared shocks	0.1736	31.36***
β GARCH Volatility persistence	0.9789	1,003.02***
γ leverage Additional response to negative shocks	-0.0857	-19.97***

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iShares MSCI France ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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