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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.2862	8.96***
α ARCH Response to squared shocks	0.0802	34.22***
β GARCH Volatility persistence	0.9845	561.59***
ν DF Student-t tail thickness	7.9651	5.09***

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iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis

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