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	param	t-stat
$m$	61
$α$	0.0313	6.62
$β$	0.8398	271.69
$γ$	0.1205	18.61
$λ_{1}$	0.1142	4.38
$λ_{2}$	0.2674	7.10
$λ_{3}$	0.6875	14.58

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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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