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	param	t-stat
$ω$	1.3200	4.20
$α$	0.1104	8.54
$β$	0.8559	66.75
$γ_{1}$	-0.0157	-0.78
$γ_{2}$	0.0603	2.18
$γ_{3}$	-0.0898	-5.49
$γ_{4}$	0.0666	4.22
$γ_{5}$	-0.0234	-2.06

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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