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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7199	6.30***
α ARCH Response to squared shocks	0.0927	7.73***
β GARCH Volatility persistence	0.8747	56.07***

γ₁	-0.1233	-5.94***
γ₂	0.1856	5.86***
γ₃	-0.1059	-3.49***
γ₄	0.0719	2.15**
γ₅	-0.0190	-0.65
γ₆	-0.0326	-0.96

V-Lab

iShares MSCI Hong Kong ETF Spline-GARCH Volatility Analysis

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