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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0474	15.10***
α ARCH Response to squared shocks	0.0335	9.10***
β GARCH Volatility persistence	0.8996	297.37***
γ leverage Additional response to negative shocks	0.0912	11.65***

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iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI BIC ETF Fund Analyses