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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0322	25.86***
α ARCH Response to squared shocks	0.0672	31.81***
β GARCH Volatility persistence	0.9200	484.48***
γ leverage Additional response to negative shocks	0.6048	18.95***
δ power Transformation power	1.4260	37.28***

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iShares MSCI Australia ETF APARCH Volatility Analysis

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