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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0433	19.32***
α ARCH Response to squared shocks	0.0437	10.07***
β GARCH Volatility persistence	0.8932	355.99***
γ leverage Additional response to negative shocks	0.0973	13.23***

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iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Italy Capped ETF Analyses