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	param	t-stat
$m$	21
$α$	0.0300	4.64
$β$	0.8077	125.81
$γ$	0.1356	14.17
$λ_{1}$	0.0265	4.92
$λ_{2}$	0.0640	4.75
$λ_{3}$	0.9261	63.41

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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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