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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.6593	6.39***
α ARCH Response to squared shocks	0.0797	46.24***
β GARCH Volatility persistence	0.9927	883.95***
ν DF Student-t tail thickness	7.1702	8.45***

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iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis

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