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	param	t-stat
$ω$	1.3227	4.21
$α$	0.1105	8.55
$β$	0.8557	66.69
$γ_{1}$	-0.0152	-0.75
$γ_{2}$	0.0594	2.16
$γ_{3}$	-0.0894	-5.50
$γ_{4}$	0.0667	4.26
$γ_{5}$	-0.0238	-2.11

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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