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	param	t-stat
$ω$	0.0506	7.26
$α$	0.0601	6.94
$β$	0.9029	98.71
$γ$	0.0144	0.95

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iShares MSCI International Size Factor ETF Asy. MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI International Size Factor ETF Analyses