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	param	t-stat
$ω$	1.3061	4.21
$α$	0.1107	8.50
$β$	0.8546	66.30
$γ_{1}$	-0.0170	-0.84
$γ_{2}$	0.0629	2.29
$γ_{3}$	-0.0936	-5.58
$γ_{4}$	0.0745	4.05
$γ_{5}$	-0.0436	-1.67

V-Lab

iShares MSCI Italy Capped ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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