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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1510	7.42***
α ARCH Response to squared shocks	0.0776	39.07***
β GARCH Volatility persistence	0.9892	691.78***
ν DF Student-t tail thickness	6.5718	8.64***

V-Lab

iShares MSCI Belgium Capped ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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