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	param	t-stat
$ω$	1.3115	4.18
$α$	0.1104	8.52
$β$	0.8556	66.50
$γ_{1}$	-0.0164	-0.81
$γ_{2}$	0.0615	2.22
$γ_{3}$	-0.0905	-5.49
$γ_{4}$	0.0666	4.20
$γ_{5}$	-0.0230	-2.02

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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