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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7732	6.14***
α ARCH Response to squared shocks	0.1149	9.99***
β GARCH Volatility persistence	0.8722	72.36***

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iShares US Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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