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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0176	8.61***
α ARCH Response to squared shocks	0.0908	45.38***
β GARCH Volatility persistence	0.9913	1,054.54***
ν DF Student-t tail thickness	7.8368	8.55***

V-Lab

iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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