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	param	t-stat
$ω$	0.9487	6.22
$α$	0.0985	8.18
$β$	0.8544	57.67
$γ_{1}$	-0.0199	-0.46
$γ_{2}$	-0.0394	-0.59
$γ_{3}$	0.1855	3.70
$γ_{4}$	-0.2609	-6.02
$γ_{5}$	0.1844	4.22
$γ_{6}$	-0.0112	-0.23
$γ_{7}$	-0.0759	-1.57
$γ_{8}$	0.0472	1.36

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

Date Range:

News Impact Curve

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