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	param	t-stat
$ω$	1.8796	8.26
$α$	0.0889	9.05
$β$	0.8820	72.14
$γ_{1}$	0.0217	2.09
$γ_{2}$	-0.0333	-1.99
$γ_{3}$	0.0341	2.58
$γ_{4}$	-0.0329	-3.55

V-Lab

iShares MSCI Taiwan Capped ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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