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	param	t-stat
$m$	21
$α$	0.0296	4.60
$β$	0.8084	126.59
$γ$	0.1357	14.31
$λ_{1}$	0.0264	4.92
$λ_{2}$	0.0637	4.74
$λ_{3}$	0.9265	63.72

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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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