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	param	t-stat
$ω$	0.0595	6.93
$α$	0.0026	0.57
$β$	0.8882	148.84
$γ$	0.1190	6.98

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iShares MSCI International Size Factor ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI International Size Factor ETF Analyses