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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7286	6.33***
α ARCH Response to squared shocks	0.0938	7.81***
β GARCH Volatility persistence	0.8740	56.05***

γ₁	-0.1213	-5.89***
γ₂	0.1831	5.86***
γ₃	-0.1064	-3.59***
γ₄	0.0769	2.35**
γ₅	-0.0315	-1.15
γ₆	-0.0084	-0.48

V-Lab

iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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