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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0304	19.27***
α ARCH Response to squared shocks	0.0728	33.05***
β GARCH Volatility persistence	0.9229	467.29***
γ leverage Additional response to negative shocks	0.4778	19.89***
δ power Transformation power	1.3994	38.56***

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iShares MSCI Sweden Capped ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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