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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3183	4.21***
α ARCH Response to squared shocks	0.1102	8.55***
β GARCH Volatility persistence	0.8559	66.79***

γ₁	-0.0149	-0.74
γ₂	0.0583	2.14**
γ₃	-0.0880	-5.49***
γ₄	0.0660	4.26***
γ₅	-0.0236	-2.12**

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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