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	param	t-stat
$ω$	1.3185	4.18
$α$	0.1105	8.52
$β$	0.8557	66.55
$γ_{1}$	-0.0163	-0.80
$γ_{2}$	0.0618	2.21
$γ_{3}$	-0.0912	-5.49
$γ_{4}$	0.0670	4.20
$γ_{5}$	-0.0231	-2.02

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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