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	param	t-stat
$ω$	1.1160	4.05
$α$	0.0658	1.09
$β$	0.8503	9.17
$γ_{1}$	0.1402	0.78

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Morgan Stanley PHY SM MD ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Morgan Stanley PHY SM MD ETF Analyses