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	param	t-stat
$ω$	0.0660	6.95
$α$	0.1702	22.15
$β$	0.6761	177.21
$γ$	0.9466	15.76

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iShares MSCI International Size Factor ETF AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI International Size Factor ETF Analyses