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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0439	30.48***
α ARCH Response to squared shocks	0.1627	47.89***
β GARCH Volatility persistence	0.8234	233.39***
γ leverage Additional response to negative shocks	0.2250	27.60***
δ power Transformation power	1.1284	29.84***

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iShares MSCI Germany ETF Asy. Power MEM Volatility Analysis

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News Impact Curve

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Parameter Estimates

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