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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0358	21.26***
α ARCH Response to squared shocks	0.1035	37.19***
β GARCH Volatility persistence	0.8837	325.01***

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iShares MSCI France ETF GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI France ETF Analyses