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	param	t-stat
$m$	31
$α$	0.0295	9.29
$β$	0.8160	113.05
$γ$	0.1258	24.00
$λ_{1}$	0.0083	4.65
$λ_{2}$	0.0355	5.41
$λ_{3}$	0.9613	135.40

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iShares MSCI Taiwan Capped ETF MF2-GARCH Volatility Analysis

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News Impact Curve

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