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	param	t-stat
$m$	61
$α$	0.0312	6.58
$β$	0.8394	271.13
$γ$	0.1210	18.63
$λ_{1}$	0.1150	4.34
$λ_{2}$	0.2693	6.99
$λ_{3}$	0.6853	14.21

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iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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