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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0305	15.90***
α ARCH Response to squared shocks	0.0715	35.91***
β GARCH Volatility persistence	0.9220	435.74***

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iShares MSCI South Korea ETF GARCH Volatility Analysis

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