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	param	t-stat
$ω$	1.1741	5.80
$α$	0.0970	8.50
$β$	0.8657	67.45
$γ_{1}$	0.0391	0.82
$γ_{2}$	-0.1100	-1.52
$γ_{3}$	0.1906	3.81
$γ_{4}$	-0.2354	-5.54
$γ_{5}$	0.1462	3.36
$γ_{6}$	0.0124	0.23
$γ_{7}$	-0.0611	-1.14
$γ_{8}$	0.0115	0.33

V-Lab

iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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