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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0258	25.77***
α ARCH Response to squared shocks	0.1256	40.95***
β GARCH Volatility persistence	0.8655	317.02***
γ leverage Additional response to negative shocks	0.1602	12.93***
δ power Transformation power	1.8348	33.92***

V-Lab

iShares MSCI Netherlands ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Netherlands ETF Analyses