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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.7402	6.70***
α ARCH Response to squared shocks	0.0812	36.88***
β GARCH Volatility persistence	0.9916	804.88***
ν DF Student-t tail thickness	7.7036	7.10***

V-Lab

iShares MSCI Netherlands ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Netherlands ETF Analyses