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	param	t-stat
$ω$	0.9518	6.22
$α$	0.0991	8.14
$β$	0.8533	56.92
$γ_{1}$	-0.0163	-0.37
$γ_{2}$	-0.0481	-0.70
$γ_{3}$	0.1960	3.86
$γ_{4}$	-0.2677	-5.98
$γ_{5}$	0.1815	3.95
$γ_{6}$	-0.0030	-0.06
$γ_{7}$	-0.0800	-1.60
$γ_{8}$	0.0468	1.32

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

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