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	param	t-stat
$ω$	0.9503	6.22
$α$	0.0987	8.13
$β$	0.8537	56.97
$γ_{1}$	-0.0163	-0.37
$γ_{2}$	-0.0478	-0.70
$γ_{3}$	0.1953	3.85
$γ_{4}$	-0.2672	-6.00
$γ_{5}$	0.1820	3.99
$γ_{6}$	-0.0039	-0.08
$γ_{7}$	-0.0799	-1.60
$γ_{8}$	0.0473	1.33

V-Lab

iShares MSCI Belgium Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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