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	param	t-stat
$m$	31
$α$	0.0277	9.03
$β$	0.8159	106.88
$γ$	0.1251	23.71
$λ_{1}$	0.0092	4.27
$λ_{2}$	0.0424	5.04
$λ_{3}$	0.9545	106.69

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iShares MSCI Taiwan Capped ETF MF2-GARCH Volatility Analysis

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News Impact Curve

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