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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9448	6.22***
α ARCH Response to squared shocks	0.0979	8.15***
β GARCH Volatility persistence	0.8548	57.54***

γ₁	-0.0224	-0.53
γ₂	-0.0340	-0.51
γ₃	0.1800	3.62***
γ₄	-0.2577	-6.05***
γ₅	0.1855	4.36***
γ₆	-0.0133	-0.28
γ₇	-0.0790	-1.67*
γ₈	0.0535	1.58

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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