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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.6696	6.39***
α ARCH Response to squared shocks	0.0799	46.19***
β GARCH Volatility persistence	0.9927	883.15***
ν DF Student-t tail thickness	7.1663	8.46***

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

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