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	param	t-stat
$ω$	1.0096	6.97
$α$	0.1030	8.14
$β$	0.8597	67.41
$γ_{1}$	-0.0375	-0.90
$γ_{2}$	-0.0020	-0.03
$γ_{3}$	0.1525	3.23
$γ_{4}$	-0.2327	-5.71
$γ_{5}$	0.1572	3.97
$γ_{6}$	0.0036	0.08
$γ_{7}$	-0.0743	-1.26
$γ_{8}$	0.0391	0.73

V-Lab

iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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