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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3103	4.23***
α ARCH Response to squared shocks	0.1106	8.50***
β GARCH Volatility persistence	0.8547	66.33***

γ₁	-0.0162	-0.81
γ₂	0.0614	2.26**
γ₃	-0.0926	-5.60***
γ₄	0.0749	4.11***
γ₅	-0.0469	-1.80*

V-Lab

iShares MSCI Italy Capped ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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