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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6941	6.72***
α ARCH Response to squared shocks	0.1053	6.91***
β GARCH Volatility persistence	0.8518	46.25***

γ₁	-0.1065	-5.38***
γ₂	0.1818	6.24***
γ₃	-0.1379	-5.55***
γ₄	0.0887	3.89***
γ₅	-0.0087	-0.41
γ₆	-0.0596	-1.79*

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iShares MSCI Australia ETF Spline-GARCH Volatility Analysis

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