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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1745	5.82***
α ARCH Response to squared shocks	0.0968	8.53***
β GARCH Volatility persistence	0.8662	67.95***

γ₁	0.0361	0.76
γ₂	-0.1035	-1.44
γ₃	0.1842	3.67***
γ₄	-0.2324	-5.51***
γ₅	0.1485	3.50***
γ₆	0.0090	0.17
γ₇	-0.0611	-1.16
γ₈	0.0130	0.37

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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