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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0210	15.07***
α ARCH Response to squared shocks	0.0250	13.25***
β GARCH Volatility persistence	0.9178	580.91***
γ leverage Additional response to negative shocks	0.1017	19.93***

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iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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