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	param	t-stat
$ω$	1.8731	8.15
$α$	0.0884	9.15
$β$	0.8838	73.80
$γ_{1}$	0.0213	2.04
$γ_{2}$	-0.0328	-1.95
$γ_{3}$	0.0342	2.57
$γ_{4}$	-0.0334	-3.57

V-Lab

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

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News Impact Curve

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