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	param	t-stat
$ω$	0.9546	6.26
$α$	0.0984	8.12
$β$	0.8542	57.13
$γ_{1}$	-0.0158	-0.36
$γ_{2}$	-0.0478	-0.70
$γ_{3}$	0.1943	3.84
$γ_{4}$	-0.2666	-6.01
$γ_{5}$	0.1825	4.02
$γ_{6}$	-0.0049	-0.10
$γ_{7}$	-0.0793	-1.59
$γ_{8}$	0.0470	1.33

V-Lab

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

Date Range:

News Impact Curve

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