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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0325	19.48***
α ARCH Response to squared shocks	0.0396	15.24***
β GARCH Volatility persistence	0.9133	462.89***
γ leverage Additional response to negative shocks	0.0743	15.22***

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iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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