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	param	t-stat
$ω$	0.0208	14.76
$α$	0.0246	13.04
$β$	0.9180	580.66
$γ$	0.1023	20.03

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iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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