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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0436	17.83***
α ARCH Response to squared shocks	0.0772	22.57***
β GARCH Volatility persistence	0.9024	288.31***
γ leverage Additional response to negative shocks	0.3507	13.49***
δ power Transformation power	1.7491	27.46***

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iShares MSCI BIC ETF Fund APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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