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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7019	6.70***
α ARCH Response to squared shocks	0.1051	6.99***
β GARCH Volatility persistence	0.8532	47.10***

γ₁	-0.1050	-5.26***
γ₂	0.1799	6.13***
γ₃	-0.1384	-5.54***
γ₄	0.0939	4.13***
γ₅	-0.0248	-1.31
γ₆	-0.0124	-0.92

V-Lab

iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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