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	param	t-stat
$ω$	0.7264	6.32
$α$	0.0928	7.74
$β$	0.8752	56.28
$γ_{1}$	-0.1223	-5.84
$γ_{2}$	0.1840	5.73
$γ_{3}$	-0.1049	-3.39
$γ_{4}$	0.0719	2.14
$γ_{5}$	-0.0226	-0.82
$γ_{6}$	-0.0169	-0.95

V-Lab

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

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News Impact Curve

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