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	param	t-stat
$ω$	0.9513	6.23
$α$	0.0983	8.14
$β$	0.8546	57.47
$γ_{1}$	-0.0180	-0.42
$γ_{2}$	-0.0437	-0.64
$γ_{3}$	0.1906	3.77
$γ_{4}$	-0.2644	-5.99
$γ_{5}$	0.1833	4.08
$γ_{6}$	-0.0075	-0.15
$γ_{7}$	-0.0775	-1.57
$γ_{8}$	0.0466	1.32

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

Date Range:

News Impact Curve

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