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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0317	19.22***
α ARCH Response to squared shocks	0.0388	15.20***
β GARCH Volatility persistence	0.9147	470.78***
γ leverage Additional response to negative shocks	0.0735	15.34***

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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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