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	param	t-stat
$ω$	0.6917	5.50
$α$	0.1279	5.17
$β$	0.8050	28.09
$γ_{1}$	-0.0756	-1.92
$γ_{2}$	0.1173	1.84
$γ_{3}$	-0.1633	-1.94

V-Lab

iShares Frontier and Select EM ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Frontier and Select EM ETF Analyses