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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0874	7.11***
α ARCH Response to squared shocks	0.1205	9.39***
β GARCH Volatility persistence	0.8516	63.02***

γ₁	0.0351	2.98***
γ₂	-0.0699	-3.72***
γ₃	0.0633	4.26***
γ₄	-0.0386	-3.87***

V-Lab

iShares MSCI ACWI ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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