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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.3222	5.88***
α ARCH Response to squared shocks	0.0714	34.41***
β GARCH Volatility persistence	0.9926	808.97***
ν DF Student-t tail thickness	8.0912	5.37***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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