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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6919	7.11***
α ARCH Response to squared shocks	0.1077	9.95***
β GARCH Volatility persistence	0.8782	76.64***

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iShares Select U.S. REIT ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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