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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3289	4.23***
α ARCH Response to squared shocks	0.1102	8.55***
β GARCH Volatility persistence	0.8558	66.72***

γ₁	-0.0143	-0.72
γ₂	0.0577	2.12**
γ₃	-0.0880	-5.47***
γ₄	0.0657	4.23***
γ₅	-0.0232	-2.07**

V-Lab

iShares MSCI Italy Capped ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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