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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3576	6.98***
α ARCH Response to squared shocks	0.0912	8.41***
β GARCH Volatility persistence	0.8751	68.87***

γ₁	-0.0217	-1.50
γ₂	0.0460	2.15**
γ₃	-0.0517	-3.44***
γ₄	0.0589	4.00***
γ₅	-0.0443	-3.90***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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