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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.7199	6.08***
α ARCH Response to squared shocks	0.0795	48.98***
β GARCH Volatility persistence	0.9952	1,261.34***
ν DF Student-t tail thickness	8.4780	7.67***

V-Lab

iShares MSCI Switzerland Capped ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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Parameter Estimates

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