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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0338	16.21***
α ARCH Response to squared shocks	0.0305	9.66***
β GARCH Volatility persistence	0.9049	406.52***
γ leverage Additional response to negative shocks	0.1014	17.13***

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iShares MSCI Germany ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Germany ETF Analyses