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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0373	17.58***
α ARCH Response to squared shocks	0.0368	10.60***
β GARCH Volatility persistence	0.8932	354.31***
γ leverage Additional response to negative shocks	0.1105	17.92***

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iShares MSCI France ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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