We present results of magneto-optical investigations of (CoFeZr) $_{x}$ $_{x}$ (Al₂O $_{3})_{100 - x}$ $_{3})_{100 - x}$ film nanocomposites in transverse Kerr effect (TKE) geometry in the spectral range 0.5–4.0eV and magnetic field up to 3.0kOe. Nanocomposites were deposited onto a glass-ceramic substrate by ion-beam sputtering. The TKE response at room temperature strongly depends on the wavelength of light, applied magnetic field H and the volume metallic fraction. From the analysis of the field dependences of TKE at different wavelengths, it follows that in the as-deposited samples, the interaction between nanoparticles at $x < 30$ $x < 30$ at.% is small and the nanocomposite is an ensemble of superparamagnetic particles; as x increases to 32at.%, a superspinglass-type state arises, then, in the vicinity of 34at.%, along with individual superparamagnetic particles, superferromagnetic regions appear. Long-range ferromagnetic order arises at concentrations x less than the percolation threshold for conductivity $x_{per} = 42.6$ $x_{per} = 42.6$ at.%. In the presence of two different magnetic states in the samples, TKE is not proportional to the magnetization. Both the field dependences at near-infrared region and the spectral dependences of TKE change significantly after annealing of the samples, while the changes in the field dependences of the magnetization are almost imperceptibly.

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