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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3583	6.98***
α ARCH Response to squared shocks	0.0904	8.37***
β GARCH Volatility persistence	0.8763	69.31***

γ₁	-0.0214	-1.49
γ₂	0.0453	2.12**
γ₃	-0.0508	-3.39***
γ₄	0.0581	3.97***
γ₅	-0.0440	-3.91***

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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