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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0335	16.26***
α ARCH Response to squared shocks	0.0265	11.04***
β GARCH Volatility persistence	0.9055	463.41***
γ leverage Additional response to negative shocks	0.1093	19.70***

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iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Netherlands ETF Analyses