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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0294	25.94***
α ARCH Response to squared shocks	0.0839	31.72***
β GARCH Volatility persistence	0.9144	414.69***
γ leverage Additional response to negative shocks	0.5148	19.10***
δ power Transformation power	1.1470	37.55***

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iShares MSCI Germany ETF APARCH Volatility Analysis

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