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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0301	18.84***
α ARCH Response to squared shocks	0.1383	54.77***
β GARCH Volatility persistence	0.8589	366.60***
γ leverage Additional response to negative shocks	0.2042	26.28***
δ power Transformation power	1.5662	40.07***

V-Lab

iShares MSCI Italy Capped ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Italy Capped ETF Analyses