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	param	t-stat
$ω$	1.8828	8.28
$α$	0.0895	9.05
$β$	0.8811	71.49
$γ_{1}$	0.0219	2.10
$γ_{2}$	-0.0337	-2.00
$γ_{3}$	0.0343	2.58
$γ_{4}$	-0.0329	-3.53

V-Lab

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

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News Impact Curve

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