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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	51
α ARCH Response to squared shocks	0.0265	7.19***
β GARCH Volatility persistence	0.8763	250.43***
γ leverage Additional response to negative shocks	0.1134	22.89***
λ₁ tau intercept Baseline long-term coefficient	0.0021	7.75***
λ₂ forecast adj. Forecast performance sensitivity	0.0135	7.44***
λ₃ tau persistence Long-term factor persistence	0.9850	494.72***

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iShares MSCI Switzerland Capped ETF MF2-GARCH Volatility Analysis

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